+12,629.9%
TSM vs RMBS
+457.0%
+12,173.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.1% | -8.4% | +6.4% | -0.2% |
| 30D | -12.5% | -24.9% | +12.3% | -7.1% |
| 3M | -5.0% | -15.8% | +10.8% | -1.8% |
| 6M | -3.2% | -37.5% | +34.3% | +5.7% |
| YTD | +31.5% | -12.1% | +43.6% | +30.6% |
| 1Y | +35.7% | -27.0% | +62.7% | +39.8% |
| 3Y | +323.5% | +28.8% | +294.7% | +274.9% |
| 5Y | +263.4% | +236.2% | +27.2% | +163.2% |
| 10Y | +1,598.5% | +546.6% | +1,051.9% | +971.8% |
| All | +12,629.9% | +457.0% | +12,173.0% | +4,401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling