-79.7%
TE vs RCAT
+71.1%
-150.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.4% | -14.4% | -5.3% |
| 7D | -10.5% | +1.1% | -11.7% | -11.0% |
| 30D | -32.4% | -22.0% | -10.4% | -29.0% |
| 3M | -60.9% | -51.1% | -9.7% | -55.0% |
| 6M | -62.8% | -56.6% | -6.2% | -56.4% |
| YTD | -65.7% | -43.3% | -22.5% | -61.9% |
| 1Y | -39.9% | -51.5% | +11.6% | -31.8% |
| 3Y | +10.6% | +411.4% | -400.7% | -20.6% |
| 5Y | -79.7% | +74.4% | -154.1% | -83.2% |
| All | -79.7% | +71.1% | -150.8% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling