-37.4%
TRMB vs RCAT
+192.8%
-230.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -1.4% |
| 7D | -0.3% | +5.4% | -5.7% | -0.6% |
| 30D | -1.2% | -5.6% | +4.4% | -1.0% |
| 3M | +9.6% | -30.2% | +39.8% | +11.4% |
| 6M | -16.1% | -43.4% | +27.3% | -14.6% |
| YTD | -25.0% | +9.6% | -34.6% | -27.3% |
| 1Y | -27.7% | -2.0% | -25.7% | -30.2% |
| 3Y | +15.3% | +825.0% | -809.7% | -7.3% |
| 5Y | -37.4% | +199.8% | -237.2% | -49.1% |
| All | -37.4% | +192.8% | -230.2% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling