+356.2%
TPR vs RCAT
-99.8%
+456.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.3% | -0.2% |
| 7D | -0.3% | -5.9% | +5.6% | -0.3% |
| 30D | +15.1% | -19.7% | +34.8% | +15.2% |
| 3M | +3.5% | -62.9% | +66.4% | +3.8% |
| 6M | +0.4% | -59.6% | +60.0% | +0.7% |
| YTD | +4.6% | -52.1% | +56.7% | +4.7% |
| 1Y | +33.1% | -50.9% | +84.0% | +33.2% |
| 3Y | +396.0% | +333.8% | +62.2% | +395.2% |
| 5Y | +230.3% | +40.7% | +189.5% | +229.7% |
| All | +356.2% | -99.8% | +456.0% | +395.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling