-99.8%
RCAT vs TMF
-69.1%
-30.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.6% | -15.4% | -14.9% |
| 7D | -32.6% | +2.7% | -35.3% | -32.7% |
| 30D | -46.3% | +19.3% | -65.6% | -46.7% |
| 3M | -60.7% | -3.7% | -57.0% | -60.6% |
| 6M | -67.4% | -11.3% | -56.0% | -67.2% |
| YTD | -57.1% | -16.6% | -40.5% | -56.8% |
| 1Y | -63.8% | -21.1% | -42.7% | -63.5% |
| 3Y | +268.1% | -26.8% | +294.9% | +271.3% |
| 5Y | +25.2% | -88.0% | +113.2% | +32.8% |
| 10Y | -99.7% | -84.7% | -15.0% | -99.7% |
| All | -99.8% | -69.1% | -30.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling