+129.5%
TLT vs RCAT
-100.0%
+229.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -1.0% | +7.2% | -8.3% | -1.0% |
| 30D | +4.1% | -20.4% | +24.5% | +4.1% |
| 3M | -0.4% | -59.8% | +59.4% | -0.4% |
| 6M | -3.2% | -61.9% | +58.7% | -3.2% |
| YTD | -3.5% | -45.9% | +42.4% | -3.5% |
| 1Y | -5.8% | -50.5% | +44.7% | -5.8% |
| 3Y | +4.6% | +387.5% | -382.9% | +4.6% |
| 5Y | -34.4% | +70.9% | -105.3% | -34.4% |
| 10Y | -11.4% | -99.7% | +88.3% | -11.0% |
| All | +129.5% | -100.0% | +229.5% | +136.6% |
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