+1,757.1%
TSM vs RMBS
+554.0%
+1,203.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.6% |
| 7D | +2.6% | +1.2% | +1.4% | +2.2% |
| 30D | +1.4% | -11.5% | +12.9% | +6.3% |
| 3M | +5.0% | -38.2% | +43.2% | +25.7% |
| 6M | +24.0% | -4.8% | +28.7% | +19.5% |
| YTD | +41.6% | -7.1% | +48.7% | +33.6% |
| 1Y | +66.2% | +10.7% | +55.5% | +40.7% |
| 3Y | +398.2% | +54.5% | +343.7% | +229.7% |
| 5Y | +277.6% | +261.7% | +16.0% | +57.6% |
| All | +1,757.1% | +554.0% | +1,203.1% | +457.0% |
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