+695.0%
RMBS vs TW
+211.4%
+483.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.6% |
| 7D | +3.0% | -3.5% | +6.4% | +4.0% |
| 30D | -14.4% | +0.5% | -14.9% | -14.7% |
| 3M | -42.8% | +4.9% | -47.8% | -44.6% |
| 6M | -1.4% | -17.1% | +15.7% | +3.0% |
| YTD | -5.4% | -3.9% | -1.6% | -7.0% |
| 1Y | +18.6% | -13.3% | +31.8% | +20.8% |
| 3Y | +57.3% | +20.9% | +36.4% | +35.5% |
| 5Y | +265.7% | +20.5% | +245.2% | +208.9% |
| All | +695.0% | +211.4% | +483.5% | +379.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling