-53.1%
TE vs RMBS
+512.9%
-566.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.3% |
| 7D | +0.2% | +1.8% | -1.5% | -0.5% |
| 30D | -5.9% | -13.9% | +8.0% | +1.3% |
| 3M | -45.6% | -39.8% | -5.8% | -29.9% |
| 6M | -43.4% | -6.0% | -37.4% | -41.0% |
| YTD | -31.0% | -5.4% | -25.6% | -29.7% |
| 1Y | +145.2% | -1.8% | +147.0% | +141.8% |
| 3Y | -24.1% | +53.7% | -77.7% | -42.8% |
| 5Y | -48.1% | +268.5% | -316.7% | -69.7% |
| All | -53.1% | +512.9% | -566.0% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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