-52.3%
TEAM vs RMBS
+265.4%
-317.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -5.2% | +1.8% | -7.0% | -5.6% |
| 30D | +15.8% | -13.9% | +29.7% | +19.2% |
| 3M | +101.5% | -39.8% | +141.3% | +121.9% |
| 6M | +138.2% | -6.0% | +144.2% | +116.7% |
| YTD | +10.8% | -5.4% | +16.2% | -2.1% |
| 1Y | +1.7% | -1.8% | +3.5% | -14.7% |
| 3Y | -16.0% | +53.7% | -69.7% | -49.2% |
| All | -52.3% | +265.4% | -317.7% | -85.9% |
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