+84.4%
TGT vs RCAT
-54.8%
+139.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +0.3% |
| 7D | +2.6% | -5.9% | +8.6% | +2.7% |
| 30D | +4.7% | -19.7% | +24.3% | +4.6% |
| 3M | +4.6% | -62.9% | +67.4% | +4.3% |
| 6M | +34.9% | -59.6% | +94.4% | +34.2% |
| YTD | +70.9% | -52.1% | +123.0% | +68.9% |
| 1Y | +84.4% | -50.9% | +135.3% | +81.5% |
| All | +84.4% | -54.8% | +139.1% | +81.5% |
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 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