+467.2%
TDY vs RCAT
-98.5%
+565.7%
-48.9%
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 | -1.1% | -4.9% | +3.8% | -1.1% |
| 30D | -12.0% | -22.9% | +10.8% | -11.8% |
| 3M | -3.2% | -33.7% | +30.5% | -2.8% |
| 6M | -7.9% | -50.7% | +42.9% | -7.4% |
| YTD | +18.2% | +0.4% | +17.8% | +17.9% |
| 1Y | +6.7% | -27.6% | +34.3% | +6.5% |
| 3Y | +47.5% | +753.2% | -705.6% | +42.5% |
| 5Y | +39.5% | +183.3% | -143.8% | +35.2% |
| All | +467.2% | -98.5% | +565.7% | +396.2% |
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 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