+203.4%
TGT vs RCAT
-98.5%
+301.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -5.0% | -5.4% | +0.3% | -5.0% |
| 30D | +3.0% | -24.2% | +27.2% | +3.0% |
| 3M | +22.6% | -25.8% | +48.5% | +22.6% |
| 6M | +31.2% | -44.9% | +76.1% | +31.2% |
| YTD | +63.7% | +1.9% | +61.8% | +63.7% |
| 1Y | +78.5% | -5.2% | +83.7% | +78.5% |
| 3Y | +40.5% | +759.6% | -719.0% | +41.0% |
| 5Y | -25.6% | +187.5% | -213.1% | -25.4% |
| All | +203.4% | -98.5% | +301.9% | +217.9% |
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