+1,028.7%
RMBS vs TXT
+313.0%
+715.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | -15.5% | +13.4% | -28.9% | -20.4% |
| 3M | -11.5% | -2.5% | -8.9% | -11.0% |
| 6M | -36.5% | -6.2% | -30.3% | -35.0% |
| YTD | -7.1% | -1.3% | -5.8% | -7.4% |
| 1Y | -18.7% | +4.3% | -23.0% | -20.9% |
| 3Y | +36.2% | +13.2% | +22.9% | +28.2% |
| 5Y | +252.0% | +12.4% | +239.6% | +231.1% |
| 10Y | +561.2% | +94.8% | +466.4% | +352.4% |
| All | +1,028.7% | +313.0% | +715.7% | +256.3% |
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 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