-12.6%
TOST vs RMBS
-20.9%
+8.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -4.7% | +21.9% | -26.6% | -4.4% |
| 30D | +8.5% | -13.4% | +22.0% | +8.4% |
| 3M | -1.6% | -15.9% | +14.3% | -1.5% |
| 6M | +44.1% | -34.8% | +78.9% | +43.9% |
| YTD | -5.6% | -7.5% | +1.9% | -9.8% |
| 1Y | -12.6% | -16.9% | +4.3% | -15.0% |
| All | -12.6% | -20.9% | +8.3% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling