-50.0%
TE vs RCAT
+408.1%
-458.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.5% |
| 7D | +15.0% | -2.3% | +17.3% | +15.2% |
| 30D | -7.5% | -18.7% | +11.2% | -6.1% |
| 3M | -42.0% | -29.3% | -12.7% | -40.4% |
| 6M | -31.4% | -42.3% | +10.9% | -29.2% |
| YTD | -26.5% | +2.5% | -29.0% | -26.5% |
| 1Y | +153.1% | -5.7% | +158.8% | +153.2% |
| 3Y | -20.7% | +764.9% | -785.6% | -28.4% |
| 5Y | -45.4% | +182.3% | -227.7% | -50.3% |
| All | -50.0% | +408.1% | -458.1% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling