+432.4%
TRGP vs RCAT
+71.1%
+361.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +11.4% | -8.0% | +3.0% |
| 7D | -7.2% | +1.1% | -8.3% | -7.3% |
| 30D | -4.2% | -22.0% | +17.8% | -3.5% |
| 3M | +7.0% | -51.1% | +58.1% | +9.2% |
| 6M | +11.2% | -56.6% | +67.8% | +13.3% |
| YTD | +51.1% | -43.3% | +94.4% | +50.8% |
| 1Y | +62.0% | -51.5% | +113.5% | +62.3% |
| 3Y | +248.2% | +411.4% | -163.2% | +206.5% |
| 5Y | +432.4% | +74.4% | +358.0% | +387.7% |
| All | +432.4% | +71.1% | +361.3% | +387.7% |
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