-14.3%
TEAM vs RMBS
+32.1%
-46.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.2% |
| 7D | -2.4% | +10.3% | -12.7% | -3.4% |
| 30D | -26.7% | -10.7% | -16.0% | -26.0% |
| 3M | -9.6% | -17.2% | +7.6% | -8.4% |
| 6M | +86.0% | -39.0% | +125.1% | +92.3% |
| YTD | -7.5% | -10.5% | +3.0% | -15.2% |
| 1Y | -1.4% | -11.0% | +9.6% | -9.9% |
| 3Y | -14.3% | +31.3% | -45.6% | -38.7% |
| All | -14.3% | +32.1% | -46.4% | -38.7% |
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