+2,115.1%
TRGP vs RCAT
-99.9%
+2,214.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.4% | +9.3% | +2.9% |
| 7D | -5.8% | -5.6% | -0.2% | -5.8% |
| 30D | -1.5% | -27.0% | +25.6% | -1.3% |
| 3M | +6.1% | -57.9% | +64.0% | +6.7% |
| 6M | +14.4% | -59.4% | +73.8% | +14.9% |
| YTD | +55.3% | -46.9% | +102.3% | +55.5% |
| 1Y | +69.1% | -54.0% | +123.2% | +69.4% |
| 3Y | +254.3% | +378.4% | -124.1% | +246.4% |
| 5Y | +471.4% | +61.9% | +409.5% | +460.5% |
| 10Y | +773.0% | -99.6% | +872.6% | +684.8% |
| All | +2,115.1% | -99.9% | +2,214.9% | +1,795.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling