-100.0%
RCAT vs TAP
+168.0%
-268.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.8% | -6.4% |
| 7D | -5.6% | -4.5% | -1.1% | -5.6% |
| 30D | -27.0% | +7.5% | -34.5% | -27.1% |
| 3M | -57.9% | -4.9% | -53.0% | -57.9% |
| 6M | -59.4% | -3.5% | -55.9% | -59.4% |
| YTD | -46.9% | -11.4% | -35.5% | -46.8% |
| 1Y | -54.0% | -10.8% | -43.2% | -54.0% |
| 3Y | +378.4% | -24.5% | +402.9% | +380.8% |
| 5Y | +61.9% | +2.5% | +59.5% | +60.7% |
| 10Y | -99.6% | -47.6% | -52.0% | -99.6% |
| All | -100.0% | +168.0% | -268.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling