-53.2%
TE vs RCAT
+423.1%
-476.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | -4.0% | -1.4% | -2.6% | -3.9% |
| 30D | -15.9% | -3.3% | -12.6% | -15.7% |
| 3M | -60.5% | -43.2% | -17.3% | -58.9% |
| 6M | -35.2% | -43.2% | +8.0% | -33.2% |
| YTD | -31.1% | +5.5% | -36.7% | -31.3% |
| 1Y | +148.6% | -1.6% | +150.3% | +148.0% |
| 3Y | -26.4% | +773.7% | -800.1% | -33.7% |
| 5Y | -48.0% | +187.6% | -235.7% | -52.7% |
| All | -53.2% | +423.1% | -476.3% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling