-44.4%
TOST vs RMBS
+251.8%
-296.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | -1.9% |
| 7D | +4.0% | -3.9% | +7.9% | +4.3% |
| 30D | +11.1% | -24.9% | +35.9% | +18.5% |
| 3M | +0.8% | -20.5% | +21.3% | +4.6% |
| 6M | +38.8% | -37.5% | +76.3% | +47.8% |
| YTD | -2.1% | -12.1% | +10.1% | -14.3% |
| 1Y | -6.0% | -25.0% | +19.0% | -13.0% |
| 3Y | +149.8% | +36.1% | +113.7% | +50.7% |
| 5Y | -42.8% | +236.1% | -278.9% | -87.4% |
| All | -44.4% | +251.8% | -296.2% | -88.6% |
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