+2,734.4%
TMO vs RCAT
-100.0%
+2,834.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -1.8% |
| 7D | +0.4% | +5.4% | -5.0% | +0.4% |
| 30D | +1.5% | -5.6% | +7.1% | +1.5% |
| 3M | +28.5% | -30.2% | +58.7% | +28.6% |
| 6M | +20.4% | -43.4% | +63.8% | +20.4% |
| YTD | +4.3% | +9.6% | -5.4% | +4.2% |
| 1Y | +24.1% | -2.0% | +26.1% | +24.0% |
| 3Y | +17.5% | +825.0% | -807.5% | +17.0% |
| 5Y | +6.8% | +199.8% | -193.0% | +6.4% |
| 10Y | +311.9% | -98.4% | +410.3% | +308.7% |
| All | +2,734.4% | -100.0% | +2,834.4% | +2,521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling