+274.5%
TFC vs RCAT
-100.0%
+374.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.1% |
| 7D | +2.4% | -1.4% | +3.8% | +2.4% |
| 30D | -1.3% | -3.3% | +2.0% | -1.3% |
| 3M | +6.1% | -43.2% | +49.3% | +6.1% |
| 6M | +7.3% | -43.2% | +50.5% | +7.4% |
| YTD | +8.2% | +5.5% | +2.7% | +8.1% |
| 1Y | +14.4% | -1.6% | +16.1% | +14.3% |
| 3Y | +93.7% | +773.7% | -680.0% | +93.0% |
| 5Y | +16.4% | +187.6% | -171.2% | +16.0% |
| 10Y | +101.6% | -98.5% | +200.0% | +102.6% |
| All | +274.5% | -100.0% | +374.5% | +322.5% |
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