+2,274.1%
TRMB vs RCAT
-100.0%
+2,374.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -1.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | +1.5% | -3.3% | +4.9% | +1.5% |
| 3M | +6.8% | -43.2% | +50.0% | +6.9% |
| 6M | -14.9% | -43.2% | +28.2% | -14.9% |
| YTD | -24.1% | +5.5% | -29.6% | -24.2% |
| 1Y | -25.4% | -1.6% | -23.7% | -25.5% |
| 3Y | +8.0% | +773.7% | -765.7% | +7.3% |
| 5Y | -37.3% | +187.6% | -224.9% | -37.7% |
| 10Y | +116.8% | -98.5% | +215.3% | +112.8% |
| All | +2,274.1% | -100.0% | +2,374.0% | +1,777.1% |
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 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