+1,199.2%
TNA vs RMBS
+1,092.0%
+107.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -1.3% |
| 7D | -7.6% | +1.2% | -8.8% | -8.3% |
| 30D | -13.6% | -11.5% | -2.2% | -7.0% |
| 3M | +2.8% | -38.2% | +41.0% | +35.5% |
| 6M | +34.5% | -4.8% | +39.3% | +24.4% |
| YTD | +41.0% | -7.1% | +48.1% | +28.1% |
| 1Y | +52.0% | +10.7% | +41.3% | +18.2% |
| 3Y | +103.5% | +54.5% | +49.0% | +17.3% |
| 5Y | -22.5% | +261.7% | -284.2% | -74.2% |
| 10Y | +81.9% | +551.5% | -469.7% | -49.4% |
| All | +1,199.2% | +1,092.0% | +107.1% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling