+16.3%
TFC vs RCAT
-53.5%
+69.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.7% |
| 7D | +0.3% | +1.1% | -0.8% | +0.3% |
| 30D | +9.2% | -22.0% | +31.2% | +9.6% |
| 3M | -2.9% | -51.1% | +48.2% | -1.8% |
| 6M | +3.5% | -56.6% | +60.1% | +4.4% |
| YTD | +5.4% | -43.3% | +48.7% | +3.4% |
| All | +16.3% | -53.5% | +69.8% | +14.8% |
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