+618.0%
TFC vs RMBS
+1,363.4%
-745.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.3% |
| 7D | +2.2% | +3.0% | -0.7% | +1.9% |
| 30D | -2.5% | -14.4% | +11.9% | -0.9% |
| 3M | +4.5% | -42.8% | +47.4% | +10.3% |
| 6M | +11.0% | -1.4% | +12.4% | +8.7% |
| YTD | +5.9% | -5.4% | +11.3% | +3.5% |
| 1Y | +14.6% | +18.6% | -4.0% | +8.2% |
| 3Y | +96.7% | +57.3% | +39.5% | +75.4% |
| 5Y | +15.6% | +265.7% | -250.1% | -6.9% |
| 10Y | +98.6% | +546.0% | -447.4% | +49.7% |
| All | +618.0% | +1,363.4% | -745.5% | +281.5% |
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