+22.5%
TOST vs RMBS
-40.4%
+62.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.0% | -8.4% | -0.5% |
| 7D | +9.4% | -12.0% | +21.4% | +7.9% |
| 30D | +13.5% | -33.1% | +46.6% | +7.7% |
| 3M | -0.1% | -23.7% | +23.6% | -2.6% |
| 6M | +22.5% | -42.7% | +65.2% | +21.1% |
| All | +22.5% | -40.4% | +62.9% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling