-99.8%
RCAT vs TAP
-49.3%
-50.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -4.5% | +23.1% | +19.0% |
| 7D | -12.7% | +0.5% | -13.3% | -12.9% |
| 30D | -34.3% | +9.1% | -43.5% | -35.1% |
| 3M | -53.4% | -3.8% | -49.6% | -53.4% |
| 6M | -62.0% | -3.4% | -58.5% | -62.1% |
| YTD | -49.1% | -10.6% | -38.4% | -49.0% |
| 1Y | -53.1% | -4.4% | -48.7% | -53.8% |
| 3Y | +318.7% | -24.4% | +343.0% | +327.0% |
| 5Y | +48.5% | +2.1% | +46.4% | +37.4% |
| All | -99.8% | -49.3% | -50.5% | -99.8% |
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