+9.3%
TT vs RMBS
+19.9%
-10.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +1.4% | +3.5% | -2.0% | +0.9% |
| 30D | -6.7% | -8.6% | +1.9% | -5.5% |
| 3M | -5.4% | -40.3% | +34.9% | +1.1% |
| 6M | +4.4% | -1.0% | +5.4% | +2.2% |
| YTD | +14.9% | -4.6% | +19.5% | +11.4% |
| 1Y | +9.3% | +17.6% | -8.3% | +5.1% |
| All | +9.3% | +19.9% | -10.6% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling