-64.7%
TE vs RCAT
-58.1%
-6.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.8% |
| 7D | -22.0% | +7.2% | -29.2% | -25.6% |
| 30D | -33.6% | -20.4% | -13.2% | -24.3% |
| 3M | -61.1% | -59.8% | -1.3% | -35.2% |
| 6M | -64.7% | -61.9% | -2.9% | -43.5% |
| All | -64.7% | -58.1% | -6.7% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling