+131.2%
TLT vs RCAT
-100.0%
+231.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | -0.6% | -3.3% | +2.8% | -0.6% |
| 3M | -2.7% | -43.2% | +40.5% | -2.7% |
| 6M | -5.6% | -43.2% | +37.6% | -5.6% |
| YTD | -2.8% | +5.5% | -8.3% | -2.8% |
| 1Y | -1.4% | -1.6% | +0.2% | -1.4% |
| 3Y | -1.6% | +773.7% | -775.3% | -1.6% |
| 5Y | -33.8% | +187.6% | -221.4% | -33.8% |
| 10Y | -21.1% | -98.5% | +77.3% | -20.7% |
| All | +131.2% | -100.0% | +231.2% | +138.4% |
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 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