-20.8%
RCAT vs TW
+301.3%
-322.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.3% | -3.6% |
| 7D | -5.9% | +3.9% | -9.9% | -6.8% |
| 30D | -19.7% | +19.9% | -39.6% | -23.4% |
| 3M | -62.9% | +25.9% | -88.8% | -65.2% |
| 6M | -59.6% | +21.1% | -80.7% | -62.1% |
| YTD | -52.1% | +23.9% | -76.0% | -55.7% |
| 1Y | -50.9% | +21.2% | -72.1% | -54.2% |
| 3Y | +333.8% | +44.8% | +289.0% | +290.2% |
| 5Y | +40.7% | +41.4% | -0.7% | +23.1% |
| All | -20.8% | +301.3% | -322.2% | -49.8% |
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