+1,030.0%
RMBS vs TXT
+279.9%
+750.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -0.3% | -4.8% | +4.4% | +1.8% |
| 30D | -12.2% | -10.6% | -1.6% | -7.6% |
| 3M | -49.5% | -13.2% | -36.4% | -46.3% |
| 6M | -7.1% | -20.3% | +13.2% | +3.0% |
| YTD | -7.0% | -9.3% | +2.3% | -3.1% |
| 1Y | +13.3% | -2.7% | +16.0% | +14.5% |
| 3Y | +49.2% | +1.4% | +47.9% | +48.1% |
| 5Y | +250.0% | +9.6% | +240.4% | +234.7% |
| 10Y | +495.1% | +94.9% | +400.2% | +309.8% |
| All | +1,030.0% | +279.9% | +750.1% | +272.5% |
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