+13,634.3%
TSM vs RMBS
+489.4%
+13,145.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.6% |
| 7D | +2.7% | -0.3% | +3.1% | +2.8% |
| 30D | +3.6% | -12.2% | +15.8% | +6.4% |
| 3M | -3.4% | -49.5% | +46.2% | +11.2% |
| 6M | +20.6% | -7.1% | +27.8% | +20.3% |
| YTD | +41.9% | -7.0% | +48.9% | +39.7% |
| 1Y | +84.4% | +13.3% | +71.0% | +72.3% |
| 3Y | +380.2% | +49.2% | +331.0% | +312.2% |
| 5Y | +275.3% | +250.0% | +25.4% | +170.3% |
| 10Y | +1,751.4% | +495.1% | +1,256.3% | +1,086.1% |
| All | +13,634.3% | +489.4% | +13,145.0% | +4,714.8% |
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