+293.8%
TRV vs RCAT
-98.5%
+392.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.5% |
| 7D | -1.5% | -5.4% | +3.9% | -1.4% |
| 30D | -1.8% | -24.2% | +22.4% | -1.6% |
| 3M | +21.6% | -25.8% | +47.4% | +21.7% |
| 6M | +22.5% | -44.9% | +67.4% | +22.7% |
| YTD | +28.1% | +1.9% | +26.3% | +27.7% |
| 1Y | +37.0% | -5.2% | +42.2% | +36.5% |
| 3Y | +141.9% | +759.6% | -617.7% | +135.5% |
| 5Y | +158.5% | +187.5% | -29.0% | +152.3% |
| All | +293.8% | -98.5% | +392.3% | +254.8% |
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