+98.6%
TFC vs RCAT
-98.4%
+197.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.2% |
| 7D | +2.2% | +5.4% | -3.1% | +2.2% |
| 30D | -2.5% | -5.6% | +3.1% | -2.5% |
| 3M | +4.5% | -30.2% | +34.8% | +4.8% |
| 6M | +11.0% | -43.4% | +54.4% | +11.2% |
| YTD | +5.9% | +9.6% | -3.8% | +5.4% |
| 1Y | +14.6% | -2.0% | +16.5% | +14.0% |
| 3Y | +96.7% | +825.0% | -728.3% | +90.7% |
| 5Y | +15.6% | +199.8% | -184.3% | +12.4% |
| 10Y | +98.6% | -98.4% | +197.0% | +81.4% |
| All | +98.6% | -98.4% | +197.0% | +81.4% |
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