+88.6%
TGT vs RCAT
-59.1%
+147.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -10.3% | +15.9% | +5.6% |
| 7D | +9.5% | -18.5% | +28.0% | +9.4% |
| 30D | +6.6% | -37.0% | +43.6% | +6.7% |
| 3M | +11.0% | -54.9% | +65.8% | +11.1% |
| 6M | +29.9% | -63.6% | +93.5% | +30.1% |
| YTD | +71.4% | -49.6% | +121.0% | +67.5% |
| 1Y | +88.6% | -57.8% | +146.4% | +86.6% |
| All | +88.6% | -59.1% | +147.7% | +86.6% |
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