+302.0%
TRV vs RMBS
+566.4%
-264.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.9% |
| 7D | +1.9% | +1.8% | +0.2% | +1.8% |
| 30D | +1.7% | -13.9% | +15.6% | +2.9% |
| 3M | +23.9% | -39.8% | +63.7% | +28.7% |
| 6M | +26.3% | -6.0% | +32.3% | +23.0% |
| YTD | +30.8% | -5.4% | +36.2% | +26.1% |
| 1Y | +36.3% | -1.8% | +38.1% | +29.2% |
| 3Y | +145.0% | +53.7% | +91.4% | +105.2% |
| 5Y | +163.9% | +268.5% | -104.6% | +69.2% |
| All | +302.0% | +566.4% | -264.4% | +100.5% |
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