-19.5%
TRI vs RCAT
+738.1%
-757.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -1.7% |
| 7D | -8.4% | -2.3% | -6.1% | -8.4% |
| 30D | -6.5% | -18.7% | +12.2% | -6.2% |
| 3M | +18.6% | -29.3% | +47.9% | +19.2% |
| 6M | -10.4% | -42.3% | +31.9% | -9.9% |
| YTD | -23.7% | +2.5% | -26.2% | -24.5% |
| 1Y | -42.5% | -5.7% | -36.8% | -43.2% |
| All | -19.5% | +738.1% | -757.7% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling