+1,124.0%
TTMI vs RMBS
+566.4%
+557.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.4% |
| 7D | +0.7% | +1.8% | -1.1% | -0.2% |
| 30D | -8.4% | -13.9% | +5.5% | -1.2% |
| 3M | -32.5% | -39.8% | +7.3% | -13.5% |
| 6M | +32.5% | -6.0% | +38.5% | +36.0% |
| YTD | +83.2% | -5.4% | +88.6% | +82.6% |
| 1Y | +161.7% | -1.8% | +163.5% | +155.8% |
| 3Y | +890.1% | +53.7% | +836.5% | +615.3% |
| 5Y | +832.4% | +268.5% | +563.9% | +296.9% |
| All | +1,124.0% | +566.4% | +557.6% | +267.1% |
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 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