-99.7%
RCAT vs TAP
-47.8%
-51.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +7.2% | -8.0% | +15.2% | +8.0% |
| 30D | -20.4% | +4.1% | -24.5% | -21.0% |
| 3M | -59.8% | -4.4% | -55.4% | -59.7% |
| 6M | -61.9% | -1.9% | -59.9% | -62.2% |
| YTD | -45.9% | -12.1% | -33.8% | -45.7% |
| 1Y | -50.5% | -12.0% | -38.5% | -50.5% |
| 3Y | +387.5% | -25.0% | +412.5% | +397.1% |
| 5Y | +70.9% | -1.1% | +72.0% | +58.5% |
| 10Y | -99.7% | -47.6% | -52.1% | -99.7% |
| All | -99.7% | -47.8% | -51.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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