-34.7%
TLT vs RMBS
+249.4%
-284.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | 0.0% |
| 7D | -1.0% | +3.0% | -4.0% | -1.1% |
| 30D | +3.7% | -15.5% | +19.2% | +3.8% |
| 3M | -0.8% | -11.5% | +10.7% | -0.8% |
| 6M | -3.6% | -36.5% | +33.0% | -3.4% |
| YTD | -3.9% | -7.1% | +3.2% | -4.0% |
| 1Y | -6.2% | -18.7% | +12.4% | -6.2% |
| 3Y | +4.2% | +36.2% | -32.0% | +3.7% |
| 5Y | -34.7% | +252.0% | -286.7% | -33.3% |
| All | -34.7% | +249.4% | -284.1% | -33.3% |
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