-10.9%
TRI vs RCAT
+177.7%
-188.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -14.4% | -5.4% | -9.0% | -14.3% |
| 30D | -8.1% | -24.2% | +16.1% | -7.7% |
| 3M | +17.5% | -25.8% | +43.4% | +18.0% |
| 6M | -5.0% | -44.9% | +40.0% | -4.3% |
| YTD | -24.7% | +1.9% | -26.6% | -25.4% |
| 1Y | -41.5% | -5.2% | -36.3% | -42.2% |
| 3Y | -20.3% | +759.6% | -779.9% | -26.0% |
| 5Y | -10.9% | +187.5% | -198.5% | -17.0% |
| All | -10.9% | +177.7% | -188.6% | -17.0% |
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 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