-22.4%
TYL vs RCAT
+46.9%
-69.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +18.6% | -20.9% | -2.8% |
| 7D | +6.7% | -12.7% | +19.4% | +7.0% |
| 30D | +26.5% | -34.3% | +60.9% | +27.9% |
| 3M | +37.3% | -53.4% | +90.7% | +40.1% |
| 6M | +31.2% | -62.0% | +93.1% | +34.0% |
| 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% | -13.5% |
| All | -22.4% | +46.9% | -69.3% | -28.5% |
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 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