-25.1%
TGT vs RMBS
+265.4%
-290.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -5.2% | +1.8% | -7.0% | -5.4% |
| 30D | +1.2% | -13.9% | +15.1% | +2.6% |
| 3M | +18.4% | -39.8% | +58.2% | +24.0% |
| 6M | +33.4% | -6.0% | +39.5% | +29.7% |
| YTD | +63.8% | -5.4% | +69.2% | +56.7% |
| 1Y | +77.2% | -1.8% | +79.0% | +66.6% |
| 3Y | +41.8% | +53.7% | -11.9% | +15.4% |
| All | -25.1% | +265.4% | -290.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling