-25.2%
TGT vs RCAT
+68.2%
-93.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.5% |
| 7D | +0.5% | +7.2% | -6.8% | +0.2% |
| 30D | +6.7% | -20.4% | +27.1% | +7.1% |
| 3M | +8.4% | -59.8% | +68.2% | +10.6% |
| 6M | +40.7% | -61.9% | +102.6% | +43.0% |
| YTD | +72.2% | -45.9% | +118.1% | +72.0% |
| 1Y | +86.2% | -50.5% | +136.7% | +86.0% |
| 3Y | +68.8% | +387.5% | -318.7% | +46.9% |
| 5Y | -25.2% | +70.9% | -96.1% | -31.6% |
| All | -25.2% | +68.2% | -93.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling