-95.6%
TSLQ vs RCAT
+762.9%
-858.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.0% | +14.0% | +11.5% |
| 7D | -5.8% | -1.4% | -4.4% | -5.9% |
| 30D | -22.1% | -3.3% | -18.7% | -21.9% |
| 3M | +10.1% | -43.2% | +53.3% | +2.2% |
| 6M | -6.8% | -43.2% | +36.4% | -9.7% |
| YTD | +8.5% | +5.5% | +3.0% | +23.5% |
| 1Y | -49.7% | -1.6% | -48.1% | -40.1% |
| All | -95.6% | +762.9% | -858.5% | -92.7% |
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