+60.4%
TD vs RCAT
-7.9%
+68.4%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.8% |
| 7D | -1.9% | -2.3% | +0.4% | -1.8% |
| 30D | -1.6% | -18.7% | +17.1% | -0.8% |
| 3M | +4.6% | -29.3% | +33.9% | +5.8% |
| 6M | +26.8% | -42.3% | +69.1% | +28.4% |
| YTD | +28.3% | +2.5% | +25.8% | +26.1% |
| 1Y | +60.4% | -5.7% | +66.1% | +58.1% |
| All | +60.4% | -7.9% | +68.4% | +58.1% |
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