-67.4%
RCAT vs TMF
-10.5%
-56.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.6% | -15.4% | -15.1% |
| 7D | -32.6% | +2.7% | -35.3% | -33.4% |
| 30D | -46.3% | +19.3% | -65.6% | -51.7% |
| 3M | -60.7% | -3.7% | -57.0% | -57.9% |
| 6M | -67.4% | -11.3% | -56.0% | -61.7% |
| All | -67.4% | -10.5% | -56.9% | -61.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling