+6,461.5%
TT vs RMBS
+1,339.3%
+5,122.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -7.2% | -12.2% | +5.0% | -5.8% |
| 3M | -3.0% | -49.5% | +46.6% | +4.7% |
| 6M | +1.4% | -7.1% | +8.5% | +0.5% |
| YTD | +15.9% | -7.0% | +22.9% | +14.2% |
| 1Y | +9.4% | +13.3% | -3.9% | +4.4% |
| 3Y | +124.4% | +49.2% | +75.1% | +100.8% |
| 5Y | +138.0% | +250.0% | -112.0% | +90.5% |
| 10Y | +886.4% | +495.1% | +391.3% | +631.5% |
| All | +6,461.5% | +1,339.3% | +5,122.2% | +3,228.1% |
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 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