+19.6%
TMO vs RMBS
+55.3%
-35.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.6% | +1.8% | -2.4% | -0.8% |
| 30D | +1.1% | -13.9% | +15.0% | +2.1% |
| 3M | +28.3% | -39.8% | +68.1% | +32.7% |
| 6M | +23.3% | -6.0% | +29.3% | +19.8% |
| YTD | +5.5% | -5.4% | +10.8% | +2.0% |
| 1Y | +24.5% | -1.8% | +26.4% | +18.8% |
| 3Y | +19.6% | +53.7% | -34.1% | +3.3% |
| All | +19.6% | +55.3% | -35.7% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling