+13.6%
TPR vs RMBS
+14.4%
-0.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.9% |
| 7D | -3.4% | +3.0% | -6.3% | -3.7% |
| 30D | -27.3% | -14.4% | -12.9% | -25.9% |
| 3M | -16.2% | -42.8% | +26.6% | -9.8% |
| 6M | -17.9% | -1.4% | -16.5% | -22.0% |
| YTD | -7.1% | -5.4% | -1.7% | -12.5% |
| 1Y | +13.6% | +18.6% | -5.0% | +2.5% |
| All | +13.6% | +14.4% | -0.8% | +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 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