+6,123.7%
TT vs RMBS
+1,337.6%
+4,786.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.3% |
| 7D | +3.5% | +3.0% | +0.5% | +3.0% |
| 30D | -11.0% | -15.5% | +4.5% | -9.4% |
| 3M | -12.0% | -11.5% | -0.5% | -11.2% |
| 6M | -10.4% | -36.5% | +26.1% | -6.6% |
| YTD | +9.9% | -7.1% | +17.0% | +7.8% |
| 1Y | +1.5% | -18.7% | +20.1% | +1.0% |
| 3Y | +93.7% | +36.2% | +57.5% | +75.0% |
| 5Y | +139.2% | +252.0% | -112.8% | +90.5% |
| 10Y | +741.5% | +561.2% | +180.3% | +515.0% |
| All | +6,123.7% | +1,337.6% | +4,786.0% | +3,043.4% |
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