+13.3%
RMBS vs TW
-15.9%
+29.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.6% |
| 7D | -0.3% | -2.3% | +2.0% | -1.3% |
| 30D | -12.2% | +3.9% | -16.1% | -10.8% |
| 3M | -49.5% | +5.7% | -55.2% | -48.4% |
| 6M | -7.1% | -14.5% | +7.4% | -6.2% |
| YTD | -7.0% | -0.9% | -6.1% | -7.0% |
| 1Y | +13.3% | -13.5% | +26.8% | +14.2% |
| All | +13.3% | -15.9% | +29.2% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling