+421.8%
TPR vs RCAT
+270.1%
+151.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -14.9% | +21.9% | +7.9% |
| 7D | +13.9% | -32.6% | +46.4% | +16.1% |
| 30D | +14.9% | -46.3% | +61.2% | +18.6% |
| 3M | -15.4% | -60.7% | +45.3% | -11.3% |
| 6M | -4.5% | -67.4% | +62.9% | +0.2% |
| YTD | +6.0% | -57.1% | +63.1% | +7.8% |
| 1Y | +24.3% | -63.8% | +88.1% | +27.2% |
| All | +421.8% | +270.1% | +151.7% | +382.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling