+2,060.1%
TRMB vs RCAT
-100.0%
+2,160.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.6% | -17.8% | +0.8% |
| 7D | -16.7% | -12.7% | -3.9% | -16.7% |
| 30D | -9.9% | -34.3% | +24.4% | -9.8% |
| 3M | -7.6% | -53.4% | +45.8% | -7.4% |
| 6M | -14.7% | -62.0% | +47.3% | -14.5% |
| YTD | -30.9% | -49.1% | +18.1% | -30.9% |
| 1Y | -31.3% | -53.1% | +21.8% | -31.3% |
| 3Y | +29.4% | +318.7% | -289.2% | +28.8% |
| 5Y | -37.4% | +48.5% | -85.9% | -37.6% |
| 10Y | +109.2% | -99.6% | +208.8% | +105.7% |
| All | +2,060.1% | -100.0% | +2,160.1% | +1,610.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling