+276.8%
THC vs RCAT
+46.9%
+229.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.6% | -19.7% | -1.6% |
| 7D | +3.7% | -12.7% | +16.4% | +4.0% |
| 30D | +9.0% | -34.3% | +43.4% | +10.2% |
| 3M | +10.4% | -53.4% | +63.8% | +12.7% |
| 6M | +45.7% | -62.0% | +107.6% | +48.6% |
| YTD | +42.6% | -49.1% | +91.6% | +41.6% |
| 1Y | +38.8% | -53.1% | +91.9% | +37.8% |
| 3Y | +418.8% | +318.7% | +100.2% | +324.5% |
| All | +276.8% | +46.9% | +229.9% | +229.3% |
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