+318.7%
RCAT vs TW
+39.9%
+278.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +0.1% | +18.5% | +18.6% |
| 7D | -12.7% | +4.2% | -17.0% | -13.4% |
| 30D | -34.3% | +18.9% | -53.2% | -36.8% |
| 3M | -53.4% | +23.8% | -77.2% | -55.7% |
| 6M | -62.0% | +17.0% | -79.0% | -63.5% |
| YTD | -49.1% | +19.2% | -68.3% | -51.8% |
| 1Y | -53.1% | +20.1% | -73.2% | -55.7% |
| 3Y | +318.7% | +40.5% | +278.2% | +298.5% |
| All | +318.7% | +39.9% | +278.7% | +298.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling