-19.3%
TYL vs RCAT
+25.6%
-44.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.9% | +16.6% | +2.1% |
| 7D | +15.1% | -32.6% | +47.7% | +16.3% |
| 30D | +30.1% | -46.3% | +76.3% | +32.2% |
| 3M | +40.4% | -60.7% | +101.1% | +44.0% |
| 6M | +31.3% | -67.4% | +98.6% | +34.7% |
| YTD | -5.2% | -57.1% | +51.9% | -4.6% |
| 1Y | -6.6% | -63.8% | +57.2% | -5.7% |
| 3Y | +3.4% | +268.1% | -264.7% | -11.9% |
| 5Y | -19.3% | +25.2% | -44.5% | -25.2% |
| All | -19.3% | +25.6% | -44.9% | -25.2% |
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