-51.2%
TSLQ vs RCAT
-7.9%
-43.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | -1.6% |
| 7D | -8.0% | -2.3% | -5.7% | -8.3% |
| 30D | -23.8% | -18.7% | -5.1% | -27.0% |
| 3M | -7.0% | -29.3% | +22.3% | -10.2% |
| 6M | -17.1% | -42.3% | +25.2% | -19.9% |
| YTD | +0.1% | +2.5% | -2.5% | +14.4% |
| 1Y | -51.2% | -5.7% | -45.5% | -44.8% |
| All | -51.2% | -7.9% | -43.3% | -44.8% |
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