-100.0%
RCAT vs TXT
+377.4%
-477.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.4% | -4.8% | +3.4% | -0.3% |
| 30D | -3.3% | -10.6% | +7.3% | -0.7% |
| 3M | -43.2% | -13.2% | -30.0% | -41.2% |
| 6M | -43.2% | -20.3% | -22.8% | -40.0% |
| YTD | +5.5% | -9.3% | +14.8% | +8.0% |
| 1Y | -1.6% | -2.7% | +1.0% | -0.5% |
| 3Y | +773.7% | +1.4% | +772.3% | +776.3% |
| 5Y | +187.6% | +9.6% | +178.1% | +181.9% |
| 10Y | -98.5% | +94.9% | -193.3% | -98.7% |
| All | -100.0% | +377.4% | -477.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling