+537.0%
TDG vs RCAT
-98.5%
+635.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | -1.9% | -4.9% | +3.0% | -1.8% |
| 30D | -7.7% | -22.9% | +15.2% | -7.6% |
| 3M | -9.3% | -33.7% | +24.4% | -9.2% |
| 6M | -9.4% | -50.7% | +41.4% | -9.2% |
| YTD | -14.3% | +0.4% | -14.6% | -14.4% |
| 1Y | -11.8% | -27.6% | +15.8% | -11.9% |
| 3Y | +52.0% | +753.2% | -701.2% | +49.4% |
| 5Y | +128.8% | +183.3% | -54.4% | +125.4% |
| All | +537.0% | -98.5% | +635.5% | +568.3% |
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