+131.3%
TLT vs RCAT
-100.0%
+231.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +18.6% | -18.7% | 0.0% |
| 7D | +0.1% | -12.7% | +12.8% | +0.1% |
| 30D | +6.2% | -34.3% | +40.5% | +6.2% |
| 3M | +0.1% | -53.4% | +53.5% | +0.1% |
| 6M | -3.0% | -62.0% | +59.0% | -3.0% |
| YTD | -2.7% | -49.1% | +46.3% | -2.7% |
| 1Y | -4.8% | -53.1% | +48.3% | -4.8% |
| 3Y | +6.9% | +318.7% | -311.7% | +6.9% |
| 5Y | -34.5% | +48.5% | -83.0% | -34.4% |
| 10Y | -17.3% | -99.6% | +82.3% | -16.9% |
| All | +131.3% | -100.0% | +231.3% | +138.6% |
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