+1,643.1%
TSM vs RMBS
+534.0%
+1,109.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -0.4% |
| 7D | +6.2% | +10.3% | -4.1% | +2.0% |
| 30D | -7.3% | -10.7% | +3.5% | -3.3% |
| 3M | -7.1% | -17.2% | +10.1% | -1.1% |
| 6M | +0.2% | -39.0% | +39.3% | +18.0% |
| YTD | +32.2% | -10.5% | +42.8% | +25.2% |
| 1Y | +42.8% | -11.0% | +53.8% | +34.9% |
| 3Y | +330.4% | +31.3% | +299.1% | +206.2% |
| 5Y | +263.9% | +242.8% | +21.2% | +53.0% |
| All | +1,643.1% | +534.0% | +1,109.1% | +412.0% |
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