+1,649.1%
THC vs RCAT
-99.8%
+1,749.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -2.1% |
| 7D | +0.1% | +15.6% | -15.4% | +0.1% |
| 30D | +7.5% | -24.1% | +31.6% | +7.5% |
| 3M | +7.5% | -61.9% | +69.4% | +7.7% |
| 6M | +46.4% | -64.3% | +110.8% | +46.6% |
| YTD | +44.4% | -50.4% | +94.7% | +44.3% |
| 1Y | +43.4% | -54.0% | +97.5% | +43.4% |
| 3Y | +433.3% | +347.2% | +86.1% | +431.1% |
| 5Y | +262.5% | +45.7% | +216.8% | +261.0% |
| All | +1,649.1% | -99.8% | +1,749.0% | +1,799.9% |
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