-7.0%
TLT vs RCAT
-54.8%
+47.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.4% |
| 6M | -4.1% | -59.6% | +55.4% | -3.8% |
| YTD | -5.4% | -52.1% | +46.7% | -5.5% |
| 1Y | -7.0% | -50.9% | +43.9% | -7.4% |
| All | -7.0% | -54.8% | +47.7% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling