-97.2%
TSLQ vs RCAT
+324.1%
-421.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +3.9% | -11.8% | -7.1% |
| 7D | -8.6% | +5.4% | -14.0% | -7.3% |
| 30D | -24.9% | -5.6% | -19.3% | -25.1% |
| 3M | -1.5% | -30.2% | +28.7% | -4.8% |
| 6M | -18.1% | -43.4% | +25.3% | -20.5% |
| YTD | -0.1% | +9.6% | -9.8% | +14.5% |
| 1Y | -51.4% | -2.0% | -49.4% | -42.1% |
| 3Y | -95.9% | +825.0% | -920.9% | -92.1% |
| All | -97.2% | +324.1% | -421.4% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling