+23.0%
TMUS vs RCAT
+387.5%
-364.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.9% |
| 7D | +8.2% | +7.2% | +0.9% | +8.3% |
| 30D | +13.4% | -20.4% | +33.8% | +13.1% |
| 3M | -3.0% | -59.8% | +56.7% | -4.2% |
| 6M | -8.8% | -61.9% | +53.1% | -9.6% |
| YTD | -13.8% | -45.9% | +32.1% | -14.6% |
| 1Y | -17.1% | -50.5% | +33.4% | -17.8% |
| All | +23.0% | +387.5% | -364.5% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling