-39.3%
TRMB vs RCAT
+46.9%
-86.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.6% | -17.8% | -0.4% |
| 7D | -16.7% | -12.7% | -3.9% | -16.0% |
| 30D | -9.9% | -34.3% | +24.4% | -7.6% |
| 3M | -7.6% | -53.4% | +45.8% | -3.3% |
| 6M | -14.7% | -62.0% | +47.3% | -10.5% |
| YTD | -30.9% | -49.1% | +18.1% | -30.0% |
| 1Y | -31.3% | -53.1% | +21.8% | -30.4% |
| 3Y | +29.4% | +318.7% | -289.2% | +5.6% |
| All | -39.3% | +46.9% | -86.2% | -45.7% |
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 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