-44.8%
TE vs RMBS
+267.8%
-312.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.8% | -3.5% |
| 7D | +15.0% | +3.5% | +11.5% | +12.8% |
| 30D | -7.5% | -8.6% | +1.1% | -3.0% |
| 3M | -42.0% | -40.3% | -1.7% | -21.1% |
| 6M | -31.4% | -1.0% | -30.4% | -31.1% |
| YTD | -26.5% | -4.6% | -21.9% | -26.9% |
| 1Y | +153.1% | +17.6% | +135.5% | +114.7% |
| 3Y | -20.7% | +58.6% | -79.3% | -50.5% |
| All | -44.8% | +267.8% | -312.6% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling