+555.1%
RMBS vs TXT
+90.9%
+464.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.6% |
| 7D | +21.9% | -1.1% | +23.0% | +22.6% |
| 30D | -13.4% | +13.3% | -26.7% | -19.4% |
| 3M | -15.9% | -5.1% | -10.8% | -14.1% |
| 6M | -34.8% | -7.1% | -27.7% | -32.6% |
| YTD | -7.5% | -3.2% | -4.3% | -7.0% |
| 1Y | -16.9% | +2.3% | -19.2% | -18.8% |
| 3Y | +35.5% | +11.1% | +24.5% | +26.5% |
| 5Y | +254.2% | +10.0% | +244.2% | +228.5% |
| All | +555.1% | +90.9% | +464.2% | +373.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling