+494.0%
TEAM vs RMBS
+554.0%
-60.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +1.7% |
| 7D | -7.8% | +1.2% | -9.0% | -8.1% |
| 30D | +16.5% | -11.5% | +28.0% | +19.7% |
| 3M | +96.2% | -38.2% | +134.4% | +117.1% |
| 6M | +130.2% | -4.8% | +134.9% | +108.2% |
| YTD | +10.7% | -7.1% | +17.9% | -1.7% |
| 1Y | +3.0% | +10.7% | -7.7% | -17.9% |
| 3Y | -13.1% | +54.5% | -67.6% | -45.6% |
| 5Y | -52.7% | +261.7% | -314.4% | -80.8% |
| All | +494.0% | +554.0% | -60.0% | +76.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling