+99.7%
TXN vs RMBS
-18.2%
+117.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +1.3% |
| 7D | +1.0% | -8.9% | +10.0% | +3.6% |
| 30D | +6.1% | -24.8% | +31.0% | +14.3% |
| 3M | +10.4% | -17.6% | +27.9% | +15.3% |
| 6M | +12.6% | -25.7% | +38.2% | +22.1% |
| YTD | +83.5% | -9.8% | +93.2% | +86.8% |
| 1Y | +99.7% | -17.4% | +117.1% | +105.7% |
| All | +99.7% | -18.2% | +117.9% | +105.7% |
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