+2,292.0%
TD vs RCAT
-100.0%
+2,392.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +0.4% | -3.3% | +3.7% | +0.4% |
| 3M | +7.6% | -43.2% | +50.9% | +7.7% |
| 6M | +25.0% | -43.2% | +68.2% | +25.1% |
| YTD | +31.0% | +5.5% | +25.5% | +30.9% |
| 1Y | +65.2% | -1.6% | +66.8% | +65.0% |
| 3Y | +122.5% | +773.7% | -651.2% | +120.7% |
| 5Y | +124.8% | +187.6% | -62.8% | +123.2% |
| 10Y | +298.2% | -98.5% | +396.7% | +287.3% |
| All | +2,292.0% | -100.0% | +2,392.0% | +2,020.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling