+77.2%
TGT vs RCAT
-14.2%
+91.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.1% |
| 7D | -5.2% | -4.9% | -0.3% | -5.2% |
| 30D | +1.2% | -22.9% | +24.1% | +1.4% |
| 3M | +18.4% | -33.7% | +52.1% | +19.1% |
| 6M | +33.4% | -50.7% | +84.2% | +35.0% |
| YTD | +63.8% | +0.4% | +63.4% | +60.4% |
| 1Y | +77.2% | -27.6% | +104.8% | +78.0% |
| All | +77.2% | -14.2% | +91.3% | +78.0% |
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