-45.4%
TOST vs RMBS
+271.9%
-317.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -2.7% |
| 7D | -3.6% | +3.0% | -6.6% | -5.0% |
| 30D | +8.9% | -15.5% | +24.4% | +12.5% |
| 3M | -2.2% | -11.5% | +9.2% | -1.5% |
| 6M | +41.0% | -36.5% | +77.5% | +50.0% |
| YTD | -4.0% | -7.1% | +3.1% | -17.3% |
| 1Y | -9.6% | -18.7% | +9.1% | -18.5% |
| 3Y | +141.7% | +36.2% | +105.5% | +49.2% |
| 5Y | -29.5% | +252.0% | -281.5% | -84.4% |
| All | -45.4% | +271.9% | -317.4% | -89.0% |
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