-53.1%
RCAT vs TAP
-6.0%
-47.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -4.5% | +23.1% | +14.8% |
| 7D | -12.7% | +0.5% | -13.3% | -11.7% |
| 30D | -34.3% | +9.1% | -43.5% | -28.3% |
| 3M | -53.4% | -3.8% | -49.6% | -54.2% |
| 6M | -62.0% | -3.4% | -58.5% | -60.4% |
| YTD | -49.1% | -10.6% | -38.4% | -50.0% |
| 1Y | -53.1% | -4.4% | -48.7% | -56.6% |
| All | -53.1% | -6.0% | -47.2% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling