-17.6%
TEAM vs RMBS
+55.2%
-72.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.6% | -7.1% |
| 7D | -5.7% | +3.0% | -8.6% | -6.0% |
| 30D | +18.3% | -14.4% | +32.8% | +20.4% |
| 3M | +80.2% | -42.8% | +123.1% | +92.6% |
| 6M | +111.0% | -1.4% | +112.4% | +94.5% |
| YTD | +8.8% | -5.4% | +14.2% | -0.4% |
| 1Y | +2.2% | +18.6% | -16.4% | -15.4% |
| All | -17.6% | +55.2% | -72.7% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling