-99.9%
RCAT vs TCOM
+2,694.8%
-2,794.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -1.4% | -9.5% | +8.1% | -0.9% |
| 30D | -3.3% | -10.7% | +7.4% | -2.8% |
| 3M | -43.2% | -14.6% | -28.6% | -42.8% |
| 6M | -43.2% | -19.3% | -23.8% | -42.5% |
| YTD | +5.5% | -42.9% | +48.5% | +8.5% |
| 1Y | -1.6% | -43.8% | +42.1% | +1.2% |
| 3Y | +773.7% | +2.1% | +771.6% | +772.2% |
| 5Y | +187.6% | +31.2% | +156.4% | +183.1% |
| 10Y | -98.5% | -13.9% | -84.5% | -98.5% |
| All | -99.9% | +2,694.8% | -2,794.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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