+1,895.0%
THC vs RCAT
-99.7%
+1,994.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.9% | +0.5% |
| 7D | +8.8% | -5.6% | +14.4% | +8.8% |
| 30D | +10.0% | -27.0% | +37.1% | +10.1% |
| 3M | +11.7% | -57.9% | +69.6% | +11.8% |
| 6M | +52.5% | -59.4% | +111.9% | +52.6% |
| YTD | +46.1% | -46.9% | +93.0% | +46.0% |
| 1Y | +49.1% | -54.0% | +103.1% | +49.1% |
| 3Y | +439.6% | +378.4% | +61.2% | +436.3% |
| 5Y | +263.2% | +61.9% | +201.2% | +261.1% |
| All | +1,895.0% | -99.7% | +1,994.7% | +2,101.6% |
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 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