-100.0%
RCAT vs TCOM
+2,902.5%
-3,002.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -5.6% | +6.5% | -12.1% | -6.0% |
| 30D | -27.0% | +13.3% | -40.4% | -27.6% |
| 3M | -57.9% | -6.5% | -51.4% | -57.8% |
| 6M | -59.4% | -16.3% | -43.1% | -59.1% |
| YTD | -46.9% | -38.7% | -8.2% | -45.7% |
| 1Y | -54.0% | -40.1% | -13.9% | -52.9% |
| 3Y | +378.4% | +30.6% | +347.8% | +372.1% |
| 5Y | +61.9% | +45.8% | +16.1% | +58.4% |
| 10Y | -99.6% | +8.1% | -107.7% | -99.6% |
| All | -100.0% | +2,902.5% | -3,002.5% | -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