+569.1%
RMBS vs TMF
-86.2%
+655.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +0.7% |
| 7D | +3.5% | -0.9% | +4.3% | +3.4% |
| 30D | -8.6% | -1.0% | -7.6% | -8.6% |
| 3M | -40.3% | -11.3% | -29.0% | -40.9% |
| 6M | -1.0% | -22.7% | +21.7% | -3.1% |
| YTD | -4.6% | -17.3% | +12.7% | -6.1% |
| 1Y | +17.6% | -22.5% | +40.1% | +15.2% |
| 3Y | +58.6% | -43.2% | +101.9% | +52.3% |
| 5Y | +270.9% | -88.3% | +359.2% | +182.4% |
| 10Y | +569.1% | -86.0% | +655.1% | +489.0% |
| All | +569.1% | -86.2% | +655.3% | +489.0% |
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