-31.0%
TRMB vs RCAT
-59.1%
+28.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -10.3% | -7.0% | -16.6% |
| 7D | -15.7% | -18.5% | +2.8% | -14.5% |
| 30D | -7.8% | -37.0% | +29.2% | -5.1% |
| 3M | -9.3% | -54.9% | +45.6% | -5.1% |
| 6M | -20.8% | -63.6% | +42.8% | -16.6% |
| YTD | -30.8% | -49.6% | +18.8% | -31.4% |
| 1Y | -31.0% | -57.8% | +26.8% | -30.0% |
| All | -31.0% | -59.1% | +28.2% | -30.0% |
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