-43.7%
TSCO vs RMBS
+11.7%
-55.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -5.7% | +1.8% | -7.4% | -5.6% |
| 30D | -8.8% | -13.9% | +5.1% | -9.0% |
| 3M | +6.3% | -39.8% | +46.1% | +5.3% |
| 6M | -32.3% | -6.0% | -26.3% | -33.8% |
| YTD | -32.7% | -5.4% | -27.3% | -34.4% |
| 1Y | -43.7% | -1.8% | -41.9% | -45.4% |
| All | -43.7% | +11.7% | -55.4% | -45.4% |
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