+736.9%
RMBS vs TMF
-70.3%
+807.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.0% | -3.4% | +6.3% | +2.5% |
| 30D | -15.5% | +11.5% | -27.0% | -13.9% |
| 3M | -11.5% | -4.5% | -7.0% | -11.8% |
| 6M | -36.5% | -15.0% | -21.6% | -37.9% |
| YTD | -7.1% | -19.9% | +12.7% | -9.9% |
| 1Y | -18.7% | -26.6% | +7.9% | -22.2% |
| 3Y | +36.2% | -29.8% | +66.0% | +32.4% |
| 5Y | +252.0% | -88.2% | +340.2% | +149.8% |
| 10Y | +561.2% | -81.4% | +642.6% | +478.9% |
| All | +736.9% | -70.3% | +807.2% | +1,126.3% |
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