+180.9%
RCAT vs TW
+23.1%
+157.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -1.4% | -2.3% | +0.9% | -0.8% |
| 30D | -3.3% | +3.9% | -7.3% | -4.5% |
| 3M | -43.2% | +5.7% | -48.9% | -45.0% |
| 6M | -43.2% | -14.5% | -28.7% | -40.4% |
| YTD | +5.5% | -0.9% | +6.4% | +3.6% |
| 1Y | -1.6% | -13.5% | +11.9% | +2.8% |
| 3Y | +773.7% | +25.0% | +748.7% | +708.0% |
| All | +180.9% | +23.1% | +157.7% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling