+41.0%
TMUS vs RCAT
+46.9%
-5.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.6% | -17.8% | +1.0% |
| 7D | +3.6% | -12.7% | +16.3% | +3.5% |
| 30D | -3.4% | -34.3% | +30.9% | -3.5% |
| 3M | -9.5% | -53.4% | +43.9% | -9.6% |
| 6M | -15.2% | -62.0% | +46.8% | -15.3% |
| YTD | -18.9% | -49.1% | +30.1% | -19.6% |
| 1Y | -17.7% | -53.1% | +35.4% | -18.3% |
| 3Y | +15.6% | +318.7% | -303.0% | +7.5% |
| All | +41.0% | +46.9% | -5.9% | +36.1% |
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