+15.2%
TOST vs RMBS
-5.9%
+21.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | +0.2% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -2.4% | -12.2% | +9.7% | -3.4% |
| 3M | +34.6% | -49.5% | +84.2% | +29.5% |
| 6M | +15.2% | -7.1% | +22.4% | +9.6% |
| All | +15.2% | -5.9% | +21.1% | +9.6% |
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 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