+2,260.8%
TGT vs RMBS
+1,376.2%
+884.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | -3.6% | +3.5% | -7.0% | -3.8% |
| 30D | +4.4% | -8.6% | +13.0% | +5.1% |
| 3M | +25.4% | -40.3% | +65.7% | +29.9% |
| 6M | +33.4% | -1.0% | +34.4% | +31.1% |
| YTD | +65.6% | -4.6% | +70.2% | +62.3% |
| 1Y | +80.3% | +17.6% | +62.7% | +72.5% |
| 3Y | +42.1% | +58.6% | -16.5% | +29.4% |
| 5Y | -25.0% | +270.9% | -295.9% | -36.9% |
| 10Y | +208.2% | +569.1% | -360.9% | +144.1% |
| All | +2,260.8% | +1,376.2% | +884.6% | +1,147.5% |
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