+101.7%
TRMB vs RCAT
-99.6%
+201.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.6% | +0.2% |
| 7D | -16.6% | -5.6% | -10.9% | -16.5% |
| 30D | -8.9% | -27.0% | +18.1% | -8.7% |
| 3M | -6.3% | -57.9% | +51.6% | -5.8% |
| 6M | -10.0% | -59.4% | +49.5% | -9.5% |
| YTD | -30.1% | -46.9% | +16.8% | -30.0% |
| 1Y | -31.3% | -54.0% | +22.7% | -31.1% |
| 3Y | +30.8% | +378.4% | -347.6% | +28.8% |
| 5Y | -35.9% | +61.9% | -97.9% | -36.8% |
| 10Y | +101.7% | -99.6% | +201.3% | +103.9% |
| All | +101.7% | -99.6% | +201.3% | +103.9% |
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