-3.0%
TFC vs RCAT
+46.9%
-49.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.6% | -1.7% |
| 7D | +1.2% | -12.7% | +14.0% | +1.6% |
| 30D | +8.3% | -34.3% | +42.6% | +9.9% |
| 3M | -5.2% | -53.4% | +48.2% | -2.6% |
| 6M | -0.8% | -62.0% | +61.2% | +2.0% |
| YTD | +3.4% | -49.1% | +52.5% | +3.8% |
| 1Y | +17.0% | -53.1% | +70.1% | +17.4% |
| 3Y | +86.2% | +318.7% | -232.5% | +64.0% |
| All | -3.0% | +46.9% | -49.9% | -11.4% |
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 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