-48.1%
TOST vs RMBS
+281.9%
-330.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -4.7% | +3.5% | -8.1% | -5.6% |
| 30D | -9.1% | -8.6% | -0.5% | -7.1% |
| 3M | +29.8% | -40.3% | +70.1% | +47.5% |
| 6M | +10.0% | -1.0% | +11.0% | -2.6% |
| YTD | -8.6% | -4.6% | -4.0% | -20.0% |
| 1Y | -20.7% | +17.6% | -38.3% | -39.1% |
| 3Y | +55.7% | +58.6% | -2.9% | -12.2% |
| All | -48.1% | +281.9% | -330.0% | -89.4% |
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 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