+59.6%
TXN vs RMBS
+265.4%
-205.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.2% |
| 7D | +4.0% | +1.8% | +2.2% | +3.4% |
| 30D | -2.9% | -13.9% | +11.0% | +1.8% |
| 3M | -9.1% | -39.8% | +30.7% | +5.7% |
| 6M | +36.6% | -6.0% | +42.6% | +34.7% |
| YTD | +57.5% | -5.4% | +62.8% | +51.5% |
| 1Y | +49.5% | -1.8% | +51.3% | +38.1% |
| 3Y | +76.5% | +53.7% | +22.9% | +24.4% |
| All | +59.6% | +265.4% | -205.8% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling