+0.9%
RCAT vs TW
-13.2%
+14.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +3.4% |
| 7D | +5.4% | -3.5% | +8.9% | +4.8% |
| 30D | -5.6% | +0.5% | -6.1% | -5.5% |
| 3M | -30.2% | +4.9% | -35.2% | -30.4% |
| 6M | -43.4% | -17.1% | -26.3% | -40.7% |
| YTD | +9.6% | -3.9% | +13.5% | +16.9% |
| All | +0.9% | -13.2% | +14.1% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling