+76.5%
TNA vs RMBS
+566.4%
-489.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | -0.5% |
| 7D | -7.3% | +1.8% | -9.0% | -8.7% |
| 30D | -14.2% | -13.9% | -0.3% | -3.5% |
| 3M | -4.6% | -39.8% | +35.2% | +37.5% |
| 6M | +36.9% | -6.0% | +42.9% | +19.2% |
| YTD | +42.5% | -5.4% | +47.9% | +15.4% |
| 1Y | +45.8% | -1.8% | +47.6% | +7.0% |
| 3Y | +104.7% | +53.7% | +51.0% | -25.2% |
| 5Y | -21.7% | +268.5% | -290.2% | -91.5% |
| All | +76.5% | +566.4% | -489.9% | -89.3% |
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 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