-12.6%
TLT vs RMBS
+534.0%
-546.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.5% |
| 7D | -3.1% | +10.3% | -13.4% | -2.9% |
| 30D | +1.0% | -10.7% | +11.8% | +0.9% |
| 3M | -2.7% | -17.2% | +14.5% | -3.0% |
| 6M | -4.1% | -39.0% | +34.9% | -4.9% |
| YTD | -5.4% | -10.5% | +5.2% | -4.6% |
| 1Y | -7.0% | -11.0% | +4.0% | -6.3% |
| 3Y | +2.8% | +31.3% | -28.5% | +6.5% |
| 5Y | -35.4% | +242.8% | -278.1% | -26.8% |
| All | -12.6% | +534.0% | -546.6% | +11.5% |
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 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