+69.0%
TSM vs RMBS
+16.2%
+52.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +4.8% | +3.5% | +1.3% | +3.8% |
| 30D | +4.0% | -8.6% | +12.6% | +6.7% |
| 3M | +2.0% | -40.3% | +42.3% | +16.5% |
| 6M | +25.5% | -1.0% | +26.5% | +23.9% |
| YTD | +44.0% | -4.6% | +48.6% | +39.6% |
| All | +69.0% | +16.2% | +52.8% | +62.5% |
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 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