+695.7%
RMBS vs TW
+206.7%
+489.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +1.8% | -4.5% | +6.2% | +3.1% |
| 30D | -13.9% | -2.3% | -11.6% | -13.4% |
| 3M | -39.8% | +2.6% | -42.4% | -41.2% |
| 6M | -6.0% | -17.5% | +11.5% | -1.7% |
| YTD | -5.4% | -5.3% | 0.0% | -6.5% |
| 1Y | -1.8% | -14.8% | +13.0% | +0.6% |
| 3Y | +53.7% | +18.8% | +34.8% | +33.1% |
| 5Y | +268.5% | +20.7% | +247.8% | +210.4% |
| All | +695.7% | +206.7% | +489.0% | +382.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling