+459.4%
TTMI vs RMBS
+2.1%
+457.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.5% |
| 7D | +12.2% | +3.0% | +9.2% | +11.3% |
| 30D | -5.7% | -14.4% | +8.7% | -1.2% |
| 3M | -27.5% | -42.8% | +15.4% | -14.5% |
| 6M | +47.1% | -1.4% | +48.5% | +48.9% |
| YTD | +87.5% | -5.4% | +92.9% | +89.6% |
| 1Y | +175.2% | +18.6% | +156.6% | +161.6% |
| 3Y | +901.9% | +57.3% | +844.7% | +749.8% |
| 5Y | +843.5% | +265.7% | +577.8% | +532.1% |
| 10Y | +1,077.0% | +546.0% | +531.0% | +573.6% |
| All | +459.4% | +2.1% | +457.3% | +154.1% |
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