-99.6%
RCAT vs TXT
+115.3%
-214.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.2% | +9.1% | +10.4% |
| 7D | +1.1% | -3.5% | +4.6% | +2.8% |
| 30D | -22.0% | +15.2% | -37.2% | -26.9% |
| 3M | -51.1% | -4.5% | -46.7% | -50.3% |
| 6M | -56.6% | -6.1% | -50.5% | -55.5% |
| YTD | -43.3% | -2.0% | -41.3% | -43.1% |
| 1Y | -51.5% | +4.2% | -55.7% | -52.4% |
| 3Y | +411.4% | +14.4% | +397.0% | +383.7% |
| 5Y | +74.4% | +12.3% | +62.1% | +62.4% |
| 10Y | -99.6% | +101.8% | -201.4% | -99.8% |
| All | -99.6% | +115.3% | -214.9% | -99.8% |
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