+62.6%
TD vs RCAT
-59.1%
+121.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.3% | +13.1% | +3.3% |
| 7D | +1.4% | -18.5% | +19.9% | +2.3% |
| 30D | +10.2% | -37.0% | +47.2% | +12.6% |
| 3M | +8.1% | -54.9% | +63.0% | +12.1% |
| 6M | +22.3% | -63.6% | +85.9% | +27.0% |
| YTD | +39.0% | -49.6% | +88.6% | +40.8% |
| 1Y | +62.6% | -57.8% | +120.4% | +65.7% |
| All | +62.6% | -59.1% | +121.8% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling