+295.2%
TEL vs RCAT
-98.5%
+393.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -2.3% | -5.4% | +3.1% | -2.2% |
| 30D | -6.1% | -24.2% | +18.1% | -5.8% |
| 3M | +1.7% | -25.8% | +27.5% | +1.9% |
| 6M | +1.6% | -44.9% | +46.5% | +1.9% |
| YTD | -9.1% | +1.9% | -11.0% | -9.4% |
| 1Y | -1.7% | -5.2% | +3.5% | -2.0% |
| 3Y | +67.3% | +759.6% | -692.3% | +62.8% |
| 5Y | +52.1% | +187.5% | -135.4% | +48.4% |
| All | +295.2% | -98.5% | +393.7% | +272.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling