-8.9%
TOST vs RMBS
-27.4%
+18.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | +0.4% |
| 7D | +4.0% | -3.9% | +7.9% | +4.0% |
| 30D | +11.1% | -24.9% | +35.9% | +10.8% |
| 3M | +0.8% | -20.5% | +21.3% | +0.9% |
| 6M | +38.8% | -37.5% | +76.3% | +38.4% |
| YTD | -2.1% | -12.1% | +10.1% | -6.4% |
| All | -8.9% | -27.4% | +18.5% | -9.8% |
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