-1.8%
TPG vs RCAT
-59.1%
+57.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -10.3% | +14.0% | +4.4% |
| 7D | +12.5% | -18.5% | +31.0% | +14.2% |
| 30D | +12.7% | -37.0% | +49.7% | +16.6% |
| 3M | +3.5% | -54.9% | +58.4% | +9.6% |
| 6M | +14.1% | -63.6% | +77.7% | +21.4% |
| YTD | -18.5% | -49.6% | +31.1% | -18.4% |
| 1Y | -1.8% | -57.8% | +56.0% | -0.5% |
| All | -1.8% | -59.1% | +57.3% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling