+240.4%
TPR vs RCAT
+183.7%
+56.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | -2.3% | -1.4% | -0.9% | -2.2% |
| 30D | -23.0% | -3.3% | -19.6% | -22.9% |
| 3M | -12.5% | -43.2% | +30.7% | -10.1% |
| 6M | -21.4% | -43.2% | +21.7% | -20.1% |
| YTD | -3.5% | +5.5% | -9.1% | -6.4% |
| 1Y | +17.4% | -1.6% | +19.0% | +13.3% |
| 3Y | +291.3% | +773.7% | -482.4% | +222.7% |
| All | +240.4% | +183.7% | +56.7% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling