-56.8%
TSLL vs RCAT
+94.2%
-151.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +18.6% | -10.0% | +4.0% |
| 7D | -21.2% | -12.7% | -8.5% | -18.2% |
| 30D | -13.3% | -34.3% | +21.0% | -3.8% |
| 3M | +15.4% | -53.4% | +68.8% | +38.6% |
| 6M | -34.2% | -62.0% | +27.7% | -19.0% |
| YTD | -52.9% | -49.1% | -3.8% | -48.2% |
| 1Y | -54.3% | -53.1% | -1.2% | -49.4% |
| 3Y | -18.4% | +318.7% | -337.0% | -47.1% |
| All | -56.8% | +94.2% | -151.1% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling