-8.6%
TEL vs RMBS
-18.2%
+9.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.4% |
| 7D | -0.5% | -8.9% | +8.5% | +1.4% |
| 30D | +0.6% | -24.8% | +25.4% | +6.4% |
| 3M | +2.0% | -17.6% | +19.5% | +5.3% |
| 6M | +8.1% | -25.7% | +33.8% | +11.9% |
| YTD | -2.2% | -9.8% | +7.6% | -11.1% |
| 1Y | -8.6% | -17.4% | +8.8% | -14.2% |
| All | -8.6% | -18.2% | +9.6% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling