+256.1%
TPR vs RCAT
+46.9%
+209.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.6% | -19.7% | -2.1% |
| 7D | +14.2% | -12.7% | +26.9% | +14.8% |
| 30D | +17.1% | -34.3% | +51.4% | +19.6% |
| 3M | -17.7% | -53.4% | +35.7% | -14.4% |
| 6M | -10.2% | -62.0% | +51.8% | -6.3% |
| YTD | +4.9% | -49.1% | +54.0% | +5.7% |
| 1Y | +36.1% | -53.1% | +89.3% | +37.3% |
| 3Y | +416.5% | +318.7% | +97.8% | +339.1% |
| All | +256.1% | +46.9% | +209.2% | +214.4% |
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