-32.5%
TSLQ vs RCAT
-54.8%
+22.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.3% | +4.7% | -6.1% |
| 7D | -26.6% | +15.6% | -42.1% | -22.1% |
| 30D | -17.5% | -24.1% | +6.6% | -20.7% |
| 3M | -41.7% | -61.9% | +20.2% | -52.8% |
| 6M | -16.9% | -64.3% | +47.4% | -29.5% |
| YTD | -21.9% | -50.4% | +28.5% | -24.0% |
| 1Y | -32.5% | -54.0% | +21.5% | -33.8% |
| All | -32.5% | -54.8% | +22.3% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling