+311.2%
TPR vs RMBS
+543.2%
-232.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.3% |
| 7D | -3.4% | +3.0% | -6.3% | -4.3% |
| 30D | -27.3% | -14.4% | -12.9% | -23.9% |
| 3M | -16.2% | -42.8% | +26.6% | -1.7% |
| 6M | -17.9% | -1.4% | -16.5% | -24.6% |
| YTD | -7.1% | -5.4% | -1.7% | -15.7% |
| 1Y | +13.6% | +18.6% | -5.0% | -9.0% |
| 3Y | +293.7% | +57.3% | +236.5% | +141.7% |
| 5Y | +239.1% | +265.7% | -26.6% | +17.7% |
| 10Y | +311.2% | +546.0% | -234.8% | -11.1% |
| All | +311.2% | +543.2% | -232.0% | -11.1% |
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 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