+69.0%
TPG vs RCAT
+302.0%
-233.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -9.4% | -4.9% | -4.5% | -9.1% |
| 30D | -5.3% | -22.9% | +17.6% | -3.7% |
| 3M | +12.9% | -33.7% | +46.6% | +15.3% |
| 6M | +20.1% | -50.7% | +70.8% | +23.7% |
| YTD | -22.5% | +0.4% | -22.9% | -24.4% |
| 1Y | -19.7% | -27.6% | +8.0% | -20.7% |
| 3Y | +81.2% | +753.2% | -672.0% | +57.4% |
| All | +69.0% | +302.0% | -233.0% | +49.7% |
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 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