+911.5%
TT vs RMBS
+554.0%
+357.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.4% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | -8.9% | -11.5% | +2.6% | -6.5% |
| 3M | -1.8% | -38.2% | +36.4% | +8.2% |
| 6M | +1.9% | -4.8% | +6.6% | -1.3% |
| YTD | +13.8% | -7.1% | +20.9% | +9.1% |
| 1Y | +6.1% | +10.7% | -4.5% | -4.7% |
| 3Y | +119.6% | +54.5% | +65.1% | +65.6% |
| 5Y | +145.9% | +261.7% | -115.8% | +31.3% |
| All | +911.5% | +554.0% | +357.5% | +316.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling