+297.1%
TD vs RCAT
-98.5%
+395.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -1.1% |
| 7D | -1.9% | -2.3% | +0.4% | -1.9% |
| 30D | -1.6% | -18.7% | +17.1% | -1.5% |
| 3M | +4.6% | -29.3% | +33.9% | +4.8% |
| 6M | +26.8% | -42.3% | +69.1% | +27.0% |
| YTD | +28.3% | +2.5% | +25.8% | +28.1% |
| 1Y | +60.4% | -5.7% | +66.1% | +60.0% |
| 3Y | +125.7% | +764.9% | -639.2% | +121.5% |
| 5Y | +122.4% | +182.3% | -59.9% | +118.5% |
| 10Y | +297.1% | -98.5% | +395.6% | +298.8% |
| All | +297.1% | -98.5% | +395.6% | +298.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling