-98.5%
RCAT vs TMF
-86.8%
-11.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -1.4% | -1.4% | 0.0% | -1.2% |
| 30D | -3.3% | -2.8% | -0.5% | -3.1% |
| 3M | -43.2% | -10.9% | -32.3% | -42.4% |
| 6M | -43.2% | -21.3% | -21.9% | -41.4% |
| YTD | +5.5% | -15.9% | +21.4% | +7.6% |
| 1Y | -1.6% | -15.7% | +14.1% | +0.1% |
| 3Y | +773.7% | -43.4% | +817.1% | +819.0% |
| 5Y | +187.6% | -87.8% | +275.4% | +274.7% |
| All | -98.5% | -86.8% | -11.7% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling