-28.3%
TRMB vs RCAT
-7.9%
-20.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.9% |
| 7D | -2.9% | -2.3% | -0.6% | -2.8% |
| 30D | -1.8% | -18.7% | +16.9% | -0.6% |
| 3M | +8.4% | -29.3% | +37.7% | +10.3% |
| 6M | -18.5% | -42.3% | +23.8% | -16.8% |
| YTD | -26.7% | +2.5% | -29.3% | -29.8% |
| 1Y | -28.3% | -5.7% | -22.6% | -31.6% |
| All | -28.3% | -7.9% | -20.4% | -31.6% |
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