+802.8%
TEAM vs RMBS
+636.7%
+166.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +67.3% | -12.2% | +79.5% | +72.8% |
| 3M | +86.8% | -49.5% | +136.3% | +119.2% |
| 6M | +146.8% | -7.1% | +154.0% | +124.8% |
| YTD | +16.9% | -7.0% | +23.9% | +3.6% |
| 1Y | +12.8% | +13.3% | -0.6% | -11.3% |
| 3Y | -7.3% | +49.2% | -56.5% | -41.5% |
| 5Y | -50.7% | +250.0% | -300.7% | -79.9% |
| 10Y | +529.8% | +495.1% | +34.7% | +93.1% |
| All | +802.8% | +636.7% | +166.0% | +125.4% |
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