+377.9%
TPR vs RMBS
+519.5%
-141.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.0% | -8.0% | -3.2% |
| 7D | +14.2% | -12.0% | +26.2% | +17.4% |
| 30D | +17.1% | -33.1% | +50.2% | +30.6% |
| 3M | -17.7% | -23.7% | +6.0% | -13.3% |
| 6M | -10.2% | -42.7% | +32.5% | +0.2% |
| YTD | +4.9% | -18.9% | +23.8% | -2.9% |
| 1Y | +36.1% | -30.0% | +66.1% | +32.2% |
| 3Y | +416.5% | +28.8% | +387.6% | +237.2% |
| 5Y | +254.8% | +210.5% | +44.2% | +25.9% |
| All | +377.9% | +519.5% | -141.6% | -2.5% |
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