+172.6%
TTMI vs RMBS
+16.3%
+156.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.1% |
| 7D | +5.9% | -0.3% | +6.2% | +6.1% |
| 30D | -4.3% | -12.2% | +7.9% | +3.6% |
| 3M | -32.0% | -49.5% | +17.5% | -2.8% |
| 6M | +19.5% | -7.1% | +26.6% | +24.9% |
| YTD | +82.0% | -7.0% | +89.0% | +80.2% |
| 1Y | +172.6% | +13.3% | +159.3% | +161.4% |
| All | +172.6% | +16.3% | +156.3% | +161.4% |
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 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