+148.6%
TE vs RCAT
-2.3%
+151.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.1% |
| 7D | -4.0% | -1.4% | -2.6% | -3.5% |
| 30D | -15.9% | -3.3% | -12.6% | -15.0% |
| 3M | -60.5% | -43.2% | -17.3% | -52.4% |
| 6M | -35.2% | -43.2% | +8.0% | -25.1% |
| YTD | -31.1% | +5.5% | -36.7% | -34.7% |
| 1Y | +148.6% | -1.6% | +150.3% | +167.2% |
| All | +148.6% | -2.3% | +151.0% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling