+16.3%
TFC vs RMBS
+13.1%
+3.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | -2.5% | +1.2% | -3.7% | -2.5% |
| 30D | -2.8% | -11.5% | +8.6% | -2.4% |
| 3M | +2.1% | -38.2% | +40.4% | +4.1% |
| 6M | +10.1% | -4.8% | +14.9% | +7.7% |
| YTD | +5.4% | -7.1% | +12.6% | +2.9% |
| 1Y | +16.3% | +10.7% | +5.6% | +13.3% |
| All | +16.3% | +13.1% | +3.2% | +13.3% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling