-99.8%
RCAT vs TXT
+90.9%
-190.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.9% | -6.4% | -7.5% |
| 7D | +15.6% | -1.1% | +16.6% | +16.0% |
| 30D | -24.1% | +13.3% | -37.4% | -28.2% |
| 3M | -61.9% | -5.1% | -56.7% | -61.1% |
| 6M | -64.3% | -7.1% | -57.2% | -63.3% |
| YTD | -50.4% | -3.2% | -47.2% | -49.9% |
| 1Y | -54.0% | +2.3% | -56.3% | -54.5% |
| 3Y | +347.2% | +11.1% | +336.1% | +328.4% |
| 5Y | +45.7% | +10.0% | +35.7% | +37.1% |
| All | -99.8% | +90.9% | -190.7% | -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