+349.2%
RCAT vs TXT
+11.3%
+337.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.9% | -6.4% | -6.9% |
| 7D | +15.6% | -1.1% | +16.6% | +16.3% |
| 30D | -24.1% | +13.3% | -37.4% | -31.4% |
| 3M | -61.9% | -5.1% | -56.7% | -60.4% |
| 6M | -64.3% | -7.1% | -57.2% | -62.5% |
| YTD | -50.4% | -3.2% | -47.2% | -50.3% |
| 1Y | -54.0% | +2.3% | -56.3% | -55.8% |
| All | +349.2% | +11.3% | +337.9% | +270.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling