+109.8%
TEM vs RCAT
+328.6%
-218.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.4% | -0.4% | +8.2% |
| 7D | +7.6% | +1.1% | +6.5% | +6.9% |
| 30D | +19.0% | -22.0% | +41.1% | +25.9% |
| 3M | +62.2% | -51.1% | +113.4% | +91.0% |
| 6M | +69.4% | -56.6% | +126.0% | +100.9% |
| YTD | +43.0% | -43.3% | +86.3% | +52.5% |
| 1Y | +18.0% | -51.5% | +69.5% | +29.0% |
| All | +109.8% | +328.6% | -218.8% | +19.5% |
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