+28.8%
RMBS vs TMF
-25.3%
+54.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.1% | +7.0% |
| 7D | -12.0% | +1.2% | -13.2% | -12.0% |
| 30D | -33.1% | +19.7% | -52.9% | -33.7% |
| 3M | -23.7% | -2.1% | -21.6% | -23.5% |
| 6M | -42.7% | -13.4% | -29.2% | -42.3% |
| YTD | -18.9% | -16.7% | -2.2% | -18.4% |
| 1Y | -30.0% | -23.3% | -6.7% | -29.6% |
| 3Y | +28.8% | -24.8% | +53.6% | +11.2% |
| All | +28.8% | -25.3% | +54.1% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling