+614.2%
TEAM vs RMBS
+608.9%
+5.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.7% |
| 7D | -2.4% | +10.3% | -12.7% | -4.9% |
| 30D | -26.7% | -10.7% | -16.0% | -25.2% |
| 3M | -9.6% | -17.2% | +7.6% | -7.2% |
| 6M | +86.0% | -39.0% | +125.1% | +99.0% |
| YTD | -7.5% | -10.5% | +3.0% | -18.8% |
| 1Y | -1.4% | -11.0% | +9.6% | -14.0% |
| 3Y | -14.3% | +31.3% | -45.6% | -43.8% |
| 5Y | -66.3% | +242.8% | -309.1% | -86.5% |
| 10Y | +445.6% | +536.9% | -91.3% | +56.9% |
| All | +614.2% | +608.9% | +5.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling