+670.1%
TEL vs RMBS
+382.5%
+287.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.2% |
| 7D | -1.4% | +3.0% | -4.4% | -2.2% |
| 30D | -4.9% | -14.4% | +9.5% | -1.3% |
| 3M | +0.1% | -42.8% | +42.9% | +13.5% |
| 6M | +0.4% | -1.4% | +1.8% | -3.5% |
| YTD | -8.9% | -5.4% | -3.5% | -12.8% |
| 1Y | -0.3% | +18.6% | -18.9% | -11.3% |
| 3Y | +67.6% | +57.3% | +10.4% | +29.7% |
| 5Y | +50.7% | +265.7% | -215.0% | -8.5% |
| 10Y | +288.6% | +546.0% | -257.4% | +100.2% |
| All | +670.1% | +382.5% | +287.6% | +180.6% |
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