-52.1%
TSLL vs RCAT
+116.3%
-168.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +11.4% | -0.5% | +8.0% |
| 7D | -14.3% | +1.1% | -15.4% | -14.1% |
| 30D | -6.2% | -22.0% | +15.9% | -0.1% |
| 3M | +21.2% | -51.1% | +72.3% | +43.8% |
| 6M | -36.6% | -56.6% | +20.0% | -24.3% |
| YTD | -47.8% | -43.3% | -4.5% | -44.0% |
| 1Y | -45.2% | -51.5% | +6.3% | -39.7% |
| 3Y | -3.3% | +411.4% | -414.6% | -40.5% |
| All | -52.1% | +116.3% | -168.5% | -68.0% |
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