+29.2%
TPR vs RMBS
-20.9%
+50.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -1.1% | +21.9% | -23.1% | -2.4% |
| 30D | +15.1% | -13.4% | +28.5% | +16.3% |
| 3M | -13.4% | -15.9% | +2.5% | -12.4% |
| 6M | +1.4% | -34.8% | +36.1% | +4.4% |
| YTD | +4.8% | -7.5% | +12.3% | -0.8% |
| 1Y | +29.2% | -16.9% | +46.1% | +23.9% |
| All | +29.2% | -20.9% | +50.1% | +23.9% |
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