-38.4%
TRI vs RCAT
-2.3%
-36.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.4% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +7.9% | -3.3% | +11.2% | +7.9% |
| 3M | +24.1% | -43.2% | +67.3% | +25.6% |
| 6M | +3.8% | -43.2% | +47.0% | +4.8% |
| YTD | -16.9% | +5.5% | -22.4% | -18.0% |
| 1Y | -38.4% | -1.6% | -36.7% | -42.0% |
| All | -38.4% | -2.3% | -36.1% | -42.0% |
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 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