+47.9%
RCAT vs TMF
-88.6%
+136.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.1% | -3.4% |
| 7D | -5.9% | -9.3% | +3.3% | -5.8% |
| 30D | -19.7% | +1.9% | -21.6% | -19.7% |
| 3M | -62.9% | -11.2% | -51.6% | -62.8% |
| 6M | -59.6% | -17.7% | -41.9% | -59.4% |
| YTD | -52.1% | -24.5% | -27.6% | -51.9% |
| 1Y | -50.9% | -29.4% | -21.5% | -50.7% |
| 3Y | +333.8% | -33.4% | +367.2% | +340.8% |
| All | +47.9% | -88.6% | +136.5% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling