+201.6%
TGT vs RCAT
-99.8%
+301.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.3% |
| 7D | +2.6% | -5.9% | +8.6% | +2.6% |
| 30D | +4.7% | -19.7% | +24.3% | +4.7% |
| 3M | +4.6% | -62.9% | +67.4% | +4.5% |
| 6M | +34.9% | -59.6% | +94.4% | +34.8% |
| YTD | +70.9% | -52.1% | +123.0% | +70.9% |
| 1Y | +84.4% | -50.9% | +135.3% | +84.3% |
| 3Y | +69.1% | +333.8% | -264.7% | +69.9% |
| 5Y | -26.9% | +40.7% | -67.7% | -26.7% |
| All | +201.6% | -99.8% | +301.4% | +225.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling