-20.8%
TLT vs RMBS
+554.0%
-574.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -1.2% |
| 7D | -1.6% | +1.2% | -2.8% | -1.5% |
| 30D | -1.3% | -11.5% | +10.1% | -1.6% |
| 3M | -3.7% | -38.2% | +34.5% | -4.7% |
| 6M | -6.4% | -4.8% | -1.6% | -5.8% |
| YTD | -4.5% | -7.1% | +2.6% | -3.8% |
| 1Y | -5.9% | +10.7% | -16.5% | -4.4% |
| 3Y | -2.8% | +54.5% | -57.3% | +1.5% |
| 5Y | -35.1% | +261.7% | -296.7% | -26.4% |
| All | -20.8% | +554.0% | -574.8% | +1.6% |
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 2016-09-10 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling