+143.3%
TRU vs RCAT
-98.5%
+241.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -9.4% | -5.4% | -4.0% | -9.3% |
| 30D | -4.1% | -24.2% | +20.1% | -3.9% |
| 3M | +13.6% | -25.8% | +39.4% | +13.8% |
| 6M | +3.6% | -44.9% | +48.5% | +3.8% |
| YTD | -9.8% | +1.9% | -11.7% | -10.1% |
| 1Y | -13.6% | -5.2% | -8.5% | -14.0% |
| 3Y | -2.0% | +759.6% | -761.5% | -4.2% |
| 5Y | -35.8% | +187.5% | -223.4% | -37.2% |
| All | +143.3% | -98.5% | +241.8% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling