-78.3%
TE vs RCAT
+168.1%
-246.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.8% |
| 7D | -22.0% | +7.2% | -29.2% | -22.4% |
| 30D | -33.6% | -20.4% | -13.2% | -32.4% |
| 3M | -61.1% | -59.8% | -1.3% | -58.3% |
| 6M | -64.7% | -61.9% | -2.9% | -62.2% |
| YTD | -68.1% | -45.9% | -22.2% | -66.5% |
| 1Y | -51.7% | -50.5% | -1.2% | -49.1% |
| 3Y | +42.0% | +387.5% | -345.5% | +34.1% |
| 5Y | -80.8% | +70.9% | -151.7% | -81.7% |
| All | -78.3% | +168.1% | -246.4% | -80.3% |
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