+320.5%
TMUS vs RCAT
-99.8%
+420.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +5.3% | -3.3% | +8.6% | +5.3% |
| 3M | +3.1% | -43.2% | +46.3% | +3.2% |
| 6M | -16.5% | -43.2% | +26.7% | -16.4% |
| YTD | -9.2% | +5.5% | -14.7% | -9.2% |
| 1Y | -26.5% | -1.6% | -24.8% | -26.5% |
| 3Y | +39.0% | +773.7% | -734.7% | +38.3% |
| 5Y | +40.4% | +187.6% | -147.3% | +39.8% |
| 10Y | +303.7% | -98.5% | +402.2% | +301.4% |
| All | +320.5% | -99.8% | +420.3% | +322.3% |
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