+23.6%
TDY vs RCAT
-59.1%
+82.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -10.3% | +5.5% | -3.6% |
| 7D | -5.0% | -18.5% | +13.5% | -2.8% |
| 30D | +2.0% | -37.0% | +39.0% | +7.2% |
| 3M | -7.7% | -54.9% | +47.1% | +0.3% |
| 6M | -0.9% | -63.6% | +62.8% | +8.4% |
| YTD | +23.7% | -49.6% | +73.3% | +26.9% |
| 1Y | +23.6% | -57.8% | +81.4% | +28.7% |
| All | +23.6% | -59.1% | +82.8% | +28.7% |
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