+534.0%
RMBS vs TMF
-82.1%
+616.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.9% | -3.3% |
| 7D | +10.3% | -9.3% | +19.6% | +9.5% |
| 30D | -10.7% | +1.9% | -12.7% | -10.5% |
| 3M | -17.2% | -11.2% | -6.0% | -17.8% |
| 6M | -39.0% | -17.7% | -21.3% | -39.9% |
| YTD | -10.5% | -24.5% | +13.9% | -12.4% |
| 1Y | -11.0% | -29.4% | +18.5% | -13.4% |
| 3Y | +31.3% | -33.4% | +64.8% | +28.8% |
| 5Y | +242.8% | -88.7% | +331.5% | +160.5% |
| All | +534.0% | -82.1% | +616.1% | +465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling