+12,981.4%
TDG vs RCAT
-99.9%
+13,081.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -1.5% |
| 7D | -0.9% | +5.4% | -6.3% | -0.9% |
| 30D | -6.5% | -5.6% | -0.9% | -6.5% |
| 3M | -5.1% | -30.2% | +25.1% | -5.0% |
| 6M | -11.5% | -43.4% | +31.9% | -11.5% |
| YTD | -13.9% | +9.6% | -23.5% | -13.9% |
| 1Y | -11.5% | -2.0% | -9.5% | -11.5% |
| 3Y | +53.7% | +825.0% | -771.3% | +53.3% |
| 5Y | +135.5% | +199.8% | -64.3% | +135.0% |
| 10Y | +535.2% | -98.4% | +633.6% | +549.7% |
| All | +12,981.4% | -99.9% | +13,081.4% | +14,082.1% |
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 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