-12.6%
TLT vs RCAT
-99.8%
+87.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | -3.1% | -5.9% | +2.8% | -3.1% |
| 30D | +1.0% | -19.7% | +20.7% | +1.1% |
| 3M | -2.7% | -62.9% | +60.1% | -2.6% |
| 6M | -4.1% | -59.6% | +55.4% | -4.1% |
| YTD | -5.4% | -52.1% | +46.7% | -5.3% |
| 1Y | -7.0% | -50.9% | +43.9% | -7.0% |
| 3Y | +2.8% | +333.8% | -331.0% | +2.4% |
| 5Y | -35.4% | +40.7% | -76.1% | -35.6% |
| All | -12.6% | -99.8% | +87.2% | -15.1% |
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