-17.4%
RMBS vs TXT
+9.2%
-26.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.4% |
| 7D | -8.9% | +10.6% | -19.6% | -13.4% |
| 30D | -24.8% | +14.4% | -39.2% | -29.9% |
| 3M | -17.6% | -2.7% | -14.8% | -15.1% |
| 6M | -25.7% | -4.7% | -21.0% | -22.4% |
| YTD | -9.8% | -0.5% | -9.3% | -10.0% |
| 1Y | -17.4% | +8.7% | -26.1% | -29.8% |
| All | -17.4% | +9.2% | -26.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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