+411.4%
RCAT vs TMF
-29.8%
+441.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.3% | +11.4% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | -22.0% | +16.3% | -38.3% | -23.3% |
| 3M | -51.1% | -2.7% | -48.5% | -51.0% |
| 6M | -56.6% | -13.2% | -43.4% | -56.0% |
| YTD | -43.3% | -16.7% | -26.6% | -42.6% |
| 1Y | -51.5% | -22.7% | -28.8% | -50.6% |
| 3Y | +411.4% | -26.1% | +437.5% | +440.3% |
| All | +411.4% | -29.8% | +441.2% | +440.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling