+294.4%
TD vs RCAT
-99.8%
+394.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +1.1% | -5.9% | +7.1% | +1.1% |
| 30D | +5.2% | -19.7% | +24.9% | +5.3% |
| 3M | +1.2% | -62.9% | +64.1% | +1.7% |
| 6M | +17.7% | -59.6% | +77.3% | +18.2% |
| YTD | +34.2% | -52.1% | +86.3% | +34.5% |
| 1Y | +55.4% | -50.9% | +106.3% | +55.7% |
| 3Y | +130.4% | +333.8% | -203.4% | +126.8% |
| 5Y | +101.8% | +40.7% | +61.1% | +99.1% |
| All | +294.4% | -99.8% | +394.2% | +291.7% |
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 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