-99.8%
RCAT vs TMF
-81.8%
-18.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.4% | -3.8% | -7.6% |
| 7D | +15.6% | -8.2% | +23.7% | +17.1% |
| 30D | -24.1% | +5.3% | -29.5% | -24.8% |
| 3M | -61.9% | -8.5% | -53.4% | -61.4% |
| 6M | -64.3% | -17.2% | -47.1% | -63.3% |
| YTD | -50.4% | -23.4% | -27.0% | -48.6% |
| 1Y | -54.0% | -30.2% | -23.8% | -51.7% |
| 3Y | +347.2% | -32.9% | +380.1% | +361.6% |
| 5Y | +45.7% | -88.5% | +134.3% | +101.7% |
| All | -99.8% | -81.8% | -18.0% | -99.8% |
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