+25.4%
TMO vs RCAT
-59.1%
+84.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.3% | +11.4% | +1.7% |
| 7D | +0.3% | -18.5% | +18.8% | +1.4% |
| 30D | +4.3% | -37.0% | +41.3% | +7.0% |
| 3M | +25.1% | -54.9% | +80.0% | +30.4% |
| 6M | +52.9% | -63.6% | +116.6% | +60.1% |
| YTD | +22.2% | -49.6% | +71.8% | +23.8% |
| 1Y | +25.4% | -57.8% | +83.2% | +28.1% |
| All | +25.4% | -59.1% | +84.5% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling