+558.9%
RMBS vs TRMB
+121.9%
+437.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.0% |
| 7D | +1.8% | -3.0% | +4.8% | +3.6% |
| 30D | -13.9% | +2.3% | -16.2% | -15.5% |
| 3M | -39.8% | +15.3% | -55.1% | -46.0% |
| 6M | -6.0% | -14.7% | +8.7% | +1.0% |
| YTD | -5.4% | -26.4% | +21.1% | +11.2% |
| 1Y | -1.8% | -30.4% | +28.6% | +20.4% |
| 3Y | +53.7% | +13.5% | +40.1% | +45.5% |
| 5Y | +268.5% | -38.6% | +307.1% | +366.3% |
| All | +558.9% | +121.9% | +437.0% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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