-41.3%
TE vs RCAT
+192.8%
-234.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.9% | +6.1% | +9.3% |
| 7D | +18.2% | +5.4% | +12.8% | +17.2% |
| 30D | -13.5% | -5.6% | -7.9% | -12.6% |
| 3M | -44.6% | -30.2% | -14.4% | -40.8% |
| 6M | -24.7% | -43.4% | +18.7% | -18.6% |
| YTD | -24.3% | +9.6% | -33.9% | -25.9% |
| 1Y | +155.6% | -2.0% | +157.5% | +149.8% |
| 3Y | -18.3% | +825.0% | -843.3% | -46.8% |
| 5Y | -41.3% | +199.8% | -241.1% | -59.3% |
| All | -41.3% | +192.8% | -234.1% | -59.3% |
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 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