-10.4%
TSCO vs RMBS
+265.4%
-275.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -5.7% | +1.8% | -7.4% | -5.8% |
| 30D | -8.8% | -13.9% | +5.1% | -7.7% |
| 3M | +6.3% | -39.8% | +46.1% | +10.6% |
| 6M | -32.3% | -6.0% | -26.3% | -34.3% |
| YTD | -32.7% | -5.4% | -27.3% | -35.4% |
| 1Y | -43.7% | -1.8% | -41.9% | -46.9% |
| 3Y | -19.7% | +53.7% | -73.3% | -33.5% |
| All | -10.4% | +265.4% | -275.8% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling