+558.9%
RMBS vs TRI
+196.2%
+362.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +1.8% | -7.9% | +9.6% | +3.9% |
| 30D | -13.9% | -4.5% | -9.4% | -13.4% |
| 3M | -39.8% | +22.1% | -61.9% | -45.6% |
| 6M | -6.0% | -2.8% | -3.2% | -8.9% |
| YTD | -5.4% | -23.4% | +18.1% | +2.3% |
| 1Y | -1.8% | -41.5% | +39.7% | +22.2% |
| 3Y | +53.7% | -19.2% | +72.9% | +54.7% |
| 5Y | +268.5% | -9.4% | +277.9% | +242.7% |
| All | +558.9% | +196.2% | +362.6% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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