-99.6%
RCAT vs TAP
-49.5%
-50.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.2% | +12.6% | +11.5% |
| 7D | +1.1% | -7.8% | +8.9% | +1.8% |
| 30D | -22.0% | +7.1% | -29.1% | -22.9% |
| 3M | -51.1% | -7.0% | -44.1% | -50.9% |
| 6M | -56.6% | -3.8% | -52.8% | -56.8% |
| YTD | -43.3% | -11.7% | -31.6% | -43.1% |
| 1Y | -51.5% | -10.1% | -41.4% | -51.7% |
| 3Y | +411.4% | -23.7% | +435.1% | +419.4% |
| 5Y | +74.4% | +2.9% | +71.5% | +60.2% |
| 10Y | -99.6% | -49.5% | -50.1% | -99.7% |
| All | -99.6% | -49.5% | -50.1% | -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