+389.7%
TPR vs RCAT
-99.6%
+489.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.4% | -8.9% | +2.4% |
| 7D | +12.7% | +1.1% | +11.6% | +12.7% |
| 30D | +17.1% | -22.0% | +39.1% | +17.1% |
| 3M | -15.9% | -51.1% | +35.3% | -15.7% |
| 6M | +2.6% | -56.6% | +59.2% | +2.8% |
| YTD | +7.5% | -43.3% | +50.7% | +7.6% |
| 1Y | +32.9% | -51.5% | +84.4% | +33.0% |
| 3Y | +413.8% | +411.4% | +2.5% | +412.4% |
| 5Y | +263.9% | +74.4% | +189.4% | +262.8% |
| 10Y | +389.7% | -99.6% | +489.3% | +421.8% |
| All | +389.7% | -99.6% | +489.3% | +421.8% |
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