+52.1%
TMUS vs RCAT
+57.4%
-5.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | -0.7% |
| 7D | +6.5% | +15.6% | -9.1% | +6.6% |
| 30D | +11.3% | -24.1% | +35.4% | +11.1% |
| 3M | -2.9% | -61.9% | +59.0% | -3.2% |
| 6M | -10.5% | -64.3% | +53.8% | -10.7% |
| YTD | -14.4% | -50.4% | +36.0% | -15.1% |
| 1Y | -17.9% | -54.0% | +36.1% | -18.5% |
| 3Y | +21.9% | +347.2% | -325.3% | +13.0% |
| 5Y | +52.1% | +45.7% | +6.4% | +46.9% |
| All | +52.1% | +57.4% | -5.3% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling