+0.8%
TFC vs RCAT
+41.8%
-41.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.4% |
| 7D | +2.3% | -5.9% | +8.2% | +2.5% |
| 30D | +10.8% | -19.7% | +30.5% | +11.5% |
| 3M | -3.8% | -62.9% | +59.1% | -0.2% |
| 6M | +9.6% | -59.6% | +69.2% | +12.4% |
| YTD | +5.8% | -52.1% | +57.9% | +6.3% |
| 1Y | +16.2% | -50.9% | +67.1% | +16.3% |
| 3Y | +96.0% | +333.8% | -237.8% | +71.8% |
| All | +0.8% | +41.8% | -41.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling