+187.5%
TYL vs RCAT
-99.8%
+287.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | -0.4% |
| 7D | -1.6% | +15.6% | -17.1% | -1.7% |
| 30D | +22.1% | -24.1% | +46.2% | +22.3% |
| 3M | +33.4% | -61.9% | +95.2% | +34.2% |
| 6M | +36.8% | -64.3% | +101.1% | +37.6% |
| YTD | -6.7% | -50.4% | +43.7% | -6.6% |
| 1Y | -9.2% | -54.0% | +44.8% | -9.1% |
| 3Y | +1.2% | +347.2% | -346.0% | -1.4% |
| 5Y | -23.0% | +45.7% | -68.8% | -24.7% |
| All | +187.5% | -99.8% | +287.3% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling