+54.8%
RCAT vs TMF
-88.0%
+142.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -0.2% | +18.8% | +18.7% |
| 7D | -12.7% | +1.2% | -13.9% | -12.8% |
| 30D | -34.3% | +19.7% | -54.0% | -34.6% |
| 3M | -53.4% | -2.1% | -51.3% | -53.4% |
| 6M | -62.0% | -13.4% | -48.5% | -61.9% |
| YTD | -49.1% | -16.7% | -32.3% | -49.0% |
| 1Y | -53.1% | -23.3% | -29.8% | -53.0% |
| 3Y | +318.7% | -24.8% | +343.5% | +325.3% |
| All | +54.8% | -88.0% | +142.8% | +23.9% |
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