+41.6%
TXN vs RMBS
+16.3%
+25.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | -0.1% | -0.3% | +0.3% | 0.0% |
| 30D | -6.9% | -12.2% | +5.2% | -4.0% |
| 3M | -14.9% | -49.5% | +34.6% | -1.9% |
| 6M | +29.0% | -7.1% | +36.1% | +33.4% |
| YTD | +51.5% | -7.0% | +58.5% | +55.9% |
| 1Y | +41.6% | +13.3% | +28.2% | +45.8% |
| All | +41.6% | +16.3% | +25.3% | +45.8% |
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