+82.1%
TRGP vs RCAT
-6.9%
+89.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -1.0% |
| 7D | -0.7% | -2.3% | +1.6% | -0.7% |
| 30D | +9.5% | -18.7% | +28.2% | +9.5% |
| 3M | +10.8% | -29.3% | +40.1% | +11.0% |
| 6M | +25.3% | -42.3% | +67.7% | +25.9% |
| YTD | +60.3% | +2.5% | +57.7% | +59.3% |
| All | +82.1% | -6.9% | +89.0% | +84.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling