+2,353.0%
TD vs RCAT
-100.0%
+2,453.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.3% |
| 7D | -0.7% | -5.6% | +4.9% | -0.7% |
| 30D | +7.6% | -27.0% | +34.7% | +7.7% |
| 3M | +3.0% | -57.9% | +60.9% | +3.2% |
| 6M | +16.8% | -59.4% | +76.2% | +17.0% |
| YTD | +34.3% | -46.9% | +81.3% | +34.4% |
| 1Y | +56.0% | -54.0% | +110.0% | +56.1% |
| 3Y | +132.4% | +378.4% | -246.1% | +130.8% |
| 5Y | +103.7% | +61.9% | +41.7% | +102.5% |
| 10Y | +299.2% | -99.6% | +398.8% | +289.2% |
| All | +2,353.0% | -100.0% | +2,453.0% | +2,077.6% |
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