+258.1%
TFC vs RCAT
-100.0%
+358.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +18.6% | -19.6% | -0.9% |
| 7D | +1.2% | -12.7% | +14.0% | +1.2% |
| 30D | +8.3% | -34.3% | +42.6% | +8.4% |
| 3M | -5.2% | -53.4% | +48.2% | -5.1% |
| 6M | -0.8% | -62.0% | +61.2% | -0.7% |
| YTD | +3.4% | -49.1% | +52.5% | +3.5% |
| 1Y | +17.0% | -53.1% | +70.1% | +17.0% |
| 3Y | +86.2% | +318.7% | -232.5% | +85.6% |
| 5Y | -2.3% | +48.5% | -50.8% | -2.6% |
| 10Y | +93.9% | -99.6% | +193.5% | +94.9% |
| All | +258.1% | -100.0% | +358.1% | +304.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling