+84.6%
TGT vs RCAT
-2.3%
+86.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +12.2% | -3.3% | +15.5% | +12.2% |
| 3M | +33.8% | -43.2% | +77.0% | +35.1% |
| 6M | +39.3% | -43.2% | +82.5% | +40.3% |
| YTD | +72.9% | +5.5% | +67.3% | +69.6% |
| 1Y | +84.6% | -1.6% | +86.2% | +83.3% |
| All | +84.6% | -2.3% | +86.9% | +83.3% |
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 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