-98.4%
RCAT vs TXT
+98.4%
-196.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.6% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | -5.6% | -11.1% | +5.5% | -0.4% |
| 3M | -30.2% | -13.0% | -17.2% | -25.5% |
| 6M | -43.4% | -16.2% | -27.2% | -38.5% |
| YTD | +9.6% | -8.7% | +18.4% | +14.0% |
| 1Y | -2.0% | -3.8% | +1.8% | +0.3% |
| 3Y | +825.0% | +5.5% | +819.5% | +804.9% |
| 5Y | +199.8% | +12.3% | +187.5% | +180.7% |
| 10Y | -98.4% | +97.4% | -195.8% | -99.2% |
| All | -98.4% | +98.4% | -196.8% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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