+69.4%
RCAT vs TW
+211.2%
-141.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -18.7% | -0.6% | -18.1% | -18.7% |
| 3M | -29.3% | +3.4% | -32.7% | -30.7% |
| 6M | -42.3% | -18.4% | -23.9% | -39.4% |
| YTD | +2.5% | -3.9% | +6.4% | +1.6% |
| 1Y | -5.7% | -13.3% | +7.6% | -3.1% |
| 3Y | +764.9% | +20.8% | +744.1% | +716.3% |
| 5Y | +182.3% | +20.3% | +162.0% | +160.4% |
| All | +69.4% | +211.2% | -141.9% | +15.1% |
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