+98.9%
TRMB vs RCAT
-99.6%
+198.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.4% | -10.3% | +1.0% |
| 7D | -17.0% | +1.1% | -18.1% | -17.0% |
| 30D | -9.0% | -22.0% | +13.0% | -8.9% |
| 3M | -8.1% | -51.1% | +43.0% | -7.7% |
| 6M | -10.1% | -56.6% | +46.5% | -9.7% |
| YTD | -30.2% | -43.3% | +13.0% | -30.1% |
| 1Y | -30.7% | -51.5% | +20.8% | -30.6% |
| 3Y | +32.6% | +411.4% | -378.7% | +30.5% |
| 5Y | -38.1% | +74.4% | -112.6% | -39.0% |
| 10Y | +98.9% | -99.6% | +198.5% | +100.9% |
| All | +98.9% | -99.6% | +198.5% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling