+252.0%
RMBS vs TXT
+14.6%
+237.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.7% |
| 30D | -15.5% | +13.4% | -28.9% | -23.0% |
| 3M | -11.5% | -2.5% | -8.9% | -10.5% |
| 6M | -36.5% | -6.2% | -30.3% | -34.1% |
| YTD | -7.1% | -1.3% | -5.8% | -8.0% |
| 1Y | -18.7% | +4.3% | -23.0% | -22.7% |
| 3Y | +36.2% | +13.2% | +22.9% | +19.4% |
| 5Y | +252.0% | +12.4% | +239.6% | +197.8% |
| All | +252.0% | +14.6% | +237.4% | +197.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling