+16.9%
TPR vs RCAT
-2.3%
+19.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -2.7% | -1.4% | -1.3% | -2.6% |
| 30D | -23.3% | -3.3% | -19.9% | -23.2% |
| 3M | -12.8% | -43.2% | +30.4% | -9.9% |
| 6M | -21.7% | -43.2% | +21.4% | -20.3% |
| YTD | -3.9% | +5.5% | -9.4% | -9.5% |
| 1Y | +16.9% | -1.6% | +18.6% | +12.6% |
| All | +16.9% | -2.3% | +19.2% | +12.6% |
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