+737.8%
RMBS vs TMF
-68.9%
+806.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.4% |
| 7D | -0.3% | -1.4% | +1.1% | -0.6% |
| 30D | -12.2% | -2.8% | -9.3% | -12.5% |
| 3M | -49.5% | -10.9% | -38.6% | -50.4% |
| 6M | -7.1% | -21.3% | +14.2% | -10.5% |
| YTD | -7.0% | -15.9% | +8.9% | -9.3% |
| 1Y | +13.3% | -15.7% | +29.1% | +10.8% |
| 3Y | +49.2% | -43.4% | +92.6% | +39.6% |
| 5Y | +250.0% | -87.8% | +337.7% | +149.5% |
| 10Y | +495.1% | -86.7% | +581.9% | +379.8% |
| All | +737.8% | -68.9% | +806.7% | +1,133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling