+103.2%
TOST vs RCAT
+339.1%
-235.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.0% | -2.7% |
| 7D | +9.4% | -12.7% | +22.2% | +10.2% |
| 30D | +13.5% | -34.3% | +47.8% | +16.6% |
| 3M | -0.1% | -53.4% | +53.3% | +5.0% |
| 6M | +22.5% | -62.0% | +84.4% | +29.3% |
| YTD | -2.4% | -49.1% | +46.7% | -0.7% |
| 1Y | -4.7% | -53.1% | +48.4% | -2.9% |
| 3Y | +103.2% | +318.7% | -215.4% | +75.9% |
| All | +103.2% | +339.1% | -235.9% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling