+153.1%
TE vs RCAT
-7.9%
+161.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -0.5% |
| 7D | +15.0% | -2.3% | +17.3% | +16.1% |
| 30D | -7.5% | -18.7% | +11.2% | +0.2% |
| 3M | -42.0% | -29.3% | -12.7% | -34.6% |
| 6M | -31.4% | -42.3% | +10.9% | -20.7% |
| YTD | -26.5% | +2.5% | -29.0% | -29.5% |
| 1Y | +153.1% | -5.7% | +158.8% | +160.9% |
| All | +153.1% | -7.9% | +161.0% | +160.9% |
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