+95.6%
TFC vs RMBS
+566.4%
-470.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -2.4% | +1.8% | -4.2% | -2.9% |
| 30D | -3.4% | -13.9% | +10.5% | -0.1% |
| 3M | +0.4% | -39.8% | +40.2% | +11.5% |
| 6M | +12.7% | -6.0% | +18.7% | +6.8% |
| YTD | +5.6% | -5.4% | +10.9% | -2.3% |
| 1Y | +16.0% | -1.8% | +17.8% | +3.4% |
| 3Y | +94.0% | +53.7% | +40.3% | +35.0% |
| 5Y | +16.2% | +268.5% | -252.4% | -48.1% |
| All | +95.6% | +566.4% | -470.9% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling