+2,054.5%
TRGP vs RCAT
-99.9%
+2,154.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +11.4% | -8.0% | +3.3% |
| 7D | -7.2% | +1.1% | -8.3% | -7.2% |
| 30D | -4.2% | -22.0% | +17.8% | -4.0% |
| 3M | +7.0% | -51.1% | +58.1% | +7.4% |
| 6M | +11.2% | -56.6% | +67.8% | +11.7% |
| YTD | +51.1% | -43.3% | +94.4% | +51.2% |
| 1Y | +62.0% | -51.5% | +113.5% | +62.2% |
| 3Y | +248.2% | +411.4% | -163.2% | +240.3% |
| 5Y | +432.4% | +74.4% | +358.0% | +421.9% |
| 10Y | +739.5% | -99.6% | +839.1% | +654.4% |
| All | +2,054.5% | -99.9% | +2,154.4% | +1,742.4% |
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 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