+328.6%
TMO vs RCAT
-98.5%
+427.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | -0.6% | -4.9% | +4.3% | -0.6% |
| 30D | +1.1% | -22.9% | +24.0% | +1.3% |
| 3M | +28.3% | -33.7% | +62.1% | +28.6% |
| 6M | +23.3% | -50.7% | +74.0% | +23.6% |
| YTD | +5.5% | +0.4% | +5.1% | +5.2% |
| 1Y | +24.5% | -27.6% | +52.2% | +24.4% |
| 3Y | +19.6% | +753.2% | -733.6% | +17.3% |
| 5Y | +8.1% | +183.3% | -175.2% | +6.2% |
| All | +328.6% | -98.5% | +427.1% | +293.9% |
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