-12.3%
RCAT vs TW
+291.9%
-304.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.7% |
| 7D | -5.6% | +3.1% | -8.7% | -6.3% |
| 30D | -27.0% | +16.7% | -43.7% | -30.0% |
| 3M | -57.9% | +25.2% | -83.1% | -60.5% |
| 6M | -59.4% | +19.5% | -78.9% | -61.9% |
| YTD | -46.9% | +21.0% | -67.9% | -50.6% |
| 1Y | -54.0% | +19.0% | -73.0% | -56.9% |
| 3Y | +378.4% | +40.7% | +337.7% | +333.4% |
| 5Y | +61.9% | +40.1% | +21.8% | +42.1% |
| All | -12.3% | +291.9% | -304.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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