+12,702.2%
TSM vs RMBS
+467.1%
+12,235.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -1.0% |
| 7D | +6.2% | +10.3% | -4.1% | +4.0% |
| 30D | -7.3% | -10.7% | +3.5% | -5.0% |
| 3M | -7.1% | -17.2% | +10.1% | -3.7% |
| 6M | +0.2% | -39.0% | +39.3% | +10.0% |
| YTD | +32.2% | -10.5% | +42.8% | +30.9% |
| 1Y | +42.8% | -11.0% | +53.8% | +41.3% |
| 3Y | +330.4% | +31.3% | +299.1% | +279.5% |
| 5Y | +263.9% | +242.8% | +21.2% | +162.5% |
| 10Y | +1,580.2% | +536.9% | +1,043.2% | +962.5% |
| All | +12,702.2% | +467.1% | +12,235.1% | +4,410.3% |
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