+73.3%
TPG vs RCAT
+310.6%
-237.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -3.5% |
| 7D | -6.5% | -2.3% | -4.2% | -6.4% |
| 30D | +0.1% | -18.7% | +18.8% | +1.3% |
| 3M | +14.5% | -29.3% | +43.8% | +16.4% |
| 6M | +17.3% | -42.3% | +59.7% | +19.6% |
| YTD | -20.5% | +2.5% | -23.0% | -22.6% |
| 1Y | -13.2% | -5.7% | -7.6% | -15.9% |
| 3Y | +87.7% | +764.9% | -677.2% | +62.9% |
| All | +73.3% | +310.6% | -237.3% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling