+921.5%
TT vs RMBS
+571.6%
+349.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.4% | +3.5% | -2.0% | +0.6% |
| 30D | -6.7% | -8.6% | +1.9% | -4.9% |
| 3M | -5.4% | -40.3% | +34.9% | +5.1% |
| 6M | +4.4% | -1.0% | +5.4% | +0.2% |
| YTD | +14.9% | -4.6% | +19.5% | +9.5% |
| 1Y | +9.3% | +17.6% | -8.3% | -3.3% |
| 3Y | +121.7% | +58.6% | +63.1% | +66.2% |
| 5Y | +148.2% | +270.9% | -122.8% | +31.8% |
| All | +921.5% | +571.6% | +349.8% | +317.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling