+987.3%
RMBS vs TXT
+302.0%
+685.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +10.3% | +0.1% | +10.2% | +10.3% |
| 30D | -10.7% | +13.3% | -24.1% | -15.9% |
| 3M | -17.2% | -5.0% | -12.3% | -15.8% |
| 6M | -39.0% | -8.4% | -30.6% | -36.9% |
| YTD | -10.5% | -4.0% | -6.5% | -9.7% |
| 1Y | -11.0% | +2.8% | -13.8% | -12.9% |
| 3Y | +31.3% | +10.3% | +21.1% | +25.1% |
| 5Y | +242.8% | +9.2% | +233.6% | +226.7% |
| 10Y | +536.9% | +89.6% | +447.4% | +341.2% |
| All | +987.3% | +302.0% | +685.3% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling