+168.9%
TYL vs RCAT
-99.8%
+268.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.6% | -20.9% | -2.4% |
| 7D | +6.7% | -12.7% | +19.4% | +6.7% |
| 30D | +26.5% | -34.3% | +60.9% | +26.9% |
| 3M | +37.3% | -53.4% | +90.7% | +38.0% |
| 6M | +31.2% | -62.0% | +93.1% | +31.8% |
| YTD | -7.4% | -49.1% | +41.7% | -7.2% |
| 1Y | -9.6% | -53.1% | +43.6% | -9.4% |
| 3Y | +1.9% | +318.7% | -316.8% | -0.6% |
| 5Y | -21.1% | +48.5% | -69.6% | -22.8% |
| All | +168.9% | -99.8% | +268.7% | +154.7% |
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 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