-46.4%
TOST vs RCAT
+82.2%
-128.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.6% | -1.1% |
| 7D | -4.7% | +15.6% | -20.2% | -6.0% |
| 30D | +8.5% | -24.1% | +32.6% | +10.3% |
| 3M | -1.6% | -61.9% | +60.3% | +5.4% |
| 6M | +44.1% | -64.3% | +108.4% | +53.4% |
| YTD | -5.6% | -50.4% | +44.8% | -3.9% |
| 1Y | -12.6% | -54.0% | +41.5% | -10.9% |
| 3Y | +137.6% | +347.2% | -209.6% | +87.5% |
| 5Y | -30.4% | +45.7% | -76.1% | -44.3% |
| All | -46.4% | +82.2% | -128.6% | -56.7% |
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