-57.8%
RCAT vs TMF
-23.9%
-33.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.5% | -12.8% | -10.5% |
| 7D | -18.5% | +4.0% | -22.5% | -18.8% |
| 30D | -37.0% | +19.5% | -56.4% | -38.7% |
| 3M | -54.9% | -3.5% | -51.3% | -54.0% |
| 6M | -63.6% | -10.6% | -53.1% | -62.6% |
| YTD | -49.6% | -17.1% | -32.5% | -51.6% |
| 1Y | -57.8% | -24.3% | -33.6% | -57.3% |
| All | -57.8% | -23.9% | -33.9% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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