+14.4%
TFC vs RMBS
+16.3%
-1.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | 0.0% |
| 7D | +2.4% | -0.3% | +2.8% | +2.4% |
| 30D | -1.3% | -12.2% | +10.9% | -0.8% |
| 3M | +6.1% | -49.5% | +55.6% | +9.2% |
| 6M | +7.3% | -7.1% | +14.5% | +5.2% |
| YTD | +8.2% | -7.0% | +15.2% | +5.6% |
| 1Y | +14.4% | +13.3% | +1.1% | +10.7% |
| All | +14.4% | +16.3% | -1.9% | +10.7% |
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