-40.4%
TOST vs RCAT
+25.6%
-66.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.9% | +14.3% | +0.7% |
| 7D | +11.6% | -32.6% | +44.2% | +15.2% |
| 30D | +16.2% | -46.3% | +62.5% | +22.2% |
| 3M | +1.0% | -60.7% | +61.7% | +8.7% |
| 6M | +23.2% | -67.4% | +90.5% | +33.1% |
| YTD | -1.0% | -57.1% | +56.1% | +2.3% |
| 1Y | -9.9% | -63.8% | +53.9% | -6.0% |
| 3Y | +101.0% | +268.1% | -167.1% | +53.3% |
| 5Y | -40.4% | +25.2% | -65.6% | -48.3% |
| All | -40.4% | +25.6% | -66.1% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling