+11.6%
TDY vs RCAT
-2.3%
+14.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.7% |
| 7D | -1.8% | -1.4% | -0.4% | -1.7% |
| 30D | -10.7% | -3.3% | -7.3% | -10.6% |
| 3M | -1.3% | -43.2% | +41.9% | +3.6% |
| 6M | -10.6% | -43.2% | +32.6% | -7.8% |
| YTD | +19.6% | +5.5% | +14.0% | +14.8% |
| 1Y | +11.6% | -1.6% | +13.3% | +6.2% |
| All | +11.6% | -2.3% | +14.0% | +6.2% |
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