-22.7%
TGT vs RCAT
+192.8%
-215.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -1.1% |
| 7D | -0.6% | +5.4% | -6.0% | -0.8% |
| 30D | +9.5% | -5.6% | +15.1% | +9.6% |
| 3M | +32.3% | -30.2% | +62.5% | +33.1% |
| 6M | +37.0% | -43.4% | +80.4% | +38.0% |
| YTD | +71.0% | +9.6% | +61.4% | +68.5% |
| 1Y | +85.0% | -2.0% | +87.0% | +81.8% |
| 3Y | +46.8% | +825.0% | -778.2% | +28.9% |
| 5Y | -22.7% | +199.8% | -222.6% | -31.6% |
| All | -22.7% | +192.8% | -215.5% | -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