-99.5%
RCAT vs TMF
-68.9%
-30.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -1.4% | -1.4% | 0.0% | -1.3% |
| 30D | -3.3% | -2.8% | -0.5% | -3.2% |
| 3M | -43.2% | -10.9% | -32.3% | -42.9% |
| 6M | -43.2% | -21.3% | -21.9% | -42.6% |
| YTD | +5.5% | -15.9% | +21.4% | +6.2% |
| 1Y | -1.6% | -15.7% | +14.1% | -1.1% |
| 3Y | +773.7% | -43.4% | +817.1% | +788.4% |
| 5Y | +187.6% | -87.8% | +275.4% | +204.8% |
| 10Y | -98.5% | -86.7% | -11.7% | -98.3% |
| All | -99.5% | -68.9% | -30.7% | -99.6% |
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 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