-96.9%
TSLQ vs RCAT
+373.0%
-469.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -2.4% |
| 7D | +4.7% | -5.6% | +10.3% | +5.8% |
| 30D | -5.6% | -27.0% | +21.5% | -9.4% |
| 3M | -34.6% | -57.9% | +23.3% | -43.8% |
| 6M | -11.4% | -59.4% | +48.0% | -20.3% |
| YTD | -14.1% | -46.9% | +32.8% | -13.4% |
| 1Y | -20.7% | -54.0% | +33.3% | -20.6% |
| 3Y | -96.9% | +378.4% | -475.3% | -95.4% |
| All | -96.9% | +373.0% | -469.9% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling