+96.0%
TRMB vs RCAT
-99.8%
+195.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -1.1% |
| 7D | +4.1% | +15.6% | -11.5% | +4.0% |
| 30D | -7.0% | -24.1% | +17.1% | -6.8% |
| 3M | -0.9% | -61.9% | +60.9% | -0.3% |
| 6M | -1.2% | -64.3% | +63.1% | -0.6% |
| YTD | -28.7% | -50.4% | +21.6% | -28.6% |
| 1Y | -32.1% | -54.0% | +22.0% | -31.9% |
| 3Y | +33.4% | +347.2% | -313.8% | +31.5% |
| 5Y | -35.6% | +45.7% | -81.3% | -36.4% |
| All | +96.0% | -99.8% | +195.8% | +105.7% |
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