-44.5%
TOST vs RMBS
+258.3%
-302.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +4.3% |
| 7D | 0.0% | +10.3% | -10.3% | -2.7% |
| 30D | +16.2% | -10.7% | +26.9% | +18.2% |
| 3M | -1.5% | -17.2% | +15.7% | +1.1% |
| 6M | +55.3% | -39.0% | +94.3% | +67.1% |
| YTD | -2.3% | -10.5% | +8.2% | -15.1% |
| 1Y | -5.5% | -11.0% | +5.4% | -18.4% |
| 3Y | +151.1% | +31.3% | +119.8% | +56.3% |
| 5Y | -27.9% | +242.8% | -270.7% | -84.3% |
| All | -44.5% | +258.3% | -302.8% | -88.7% |
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