-9.6%
TYL vs RCAT
-56.7%
+47.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.6% | -20.9% | -1.8% |
| 7D | +6.7% | -12.7% | +19.4% | +6.5% |
| 30D | +26.5% | -34.3% | +60.9% | +26.1% |
| 3M | +37.3% | -53.4% | +90.7% | +36.6% |
| 6M | +31.2% | -62.0% | +93.1% | +30.8% |
| YTD | -7.4% | -49.1% | +41.7% | -6.3% |
| 1Y | -9.6% | -53.1% | +43.6% | -8.7% |
| All | -9.6% | -56.7% | +47.1% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling