-20.7%
TLT vs RCAT
-98.4%
+77.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | 0.0% |
| 7D | +0.4% | +5.4% | -5.0% | +0.4% |
| 30D | -0.3% | -5.6% | +5.3% | -0.3% |
| 3M | -1.7% | -30.2% | +28.5% | -1.7% |
| 6M | -4.9% | -43.4% | +38.5% | -4.9% |
| YTD | -2.8% | +9.6% | -12.4% | -2.9% |
| 1Y | -4.2% | -2.0% | -2.2% | -4.3% |
| 3Y | -1.1% | +825.0% | -826.1% | -1.6% |
| 5Y | -33.7% | +199.8% | -233.5% | -34.0% |
| 10Y | -20.7% | -98.4% | +77.7% | -21.5% |
| All | -20.7% | -98.4% | +77.7% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling