-48.9%
TSLL vs RMBS
+227.9%
-276.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.7% | +0.1% | +1.9% |
| 7D | +0.5% | +3.0% | -2.5% | 0.0% |
| 30D | +2.7% | -15.5% | +18.2% | +16.2% |
| 3M | +26.3% | -11.5% | +37.7% | +36.2% |
| 6M | -37.2% | -36.5% | -0.6% | -16.0% |
| YTD | -44.2% | -7.1% | -37.1% | -51.5% |
| 1Y | -44.0% | -18.7% | -25.3% | -46.3% |
| 3Y | 0.0% | +36.2% | -36.1% | -42.2% |
| All | -48.9% | +227.9% | -276.8% | -85.7% |
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