+43.1%
TRV vs RCAT
-54.8%
+97.8%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.2% | +0.6% |
| 7D | +0.1% | +15.6% | -15.5% | +0.7% |
| 30D | +8.0% | -24.1% | +32.1% | +7.3% |
| 3M | +9.3% | -61.9% | +71.2% | +6.6% |
| 6M | +36.2% | -64.3% | +100.5% | +33.2% |
| YTD | +40.6% | -50.4% | +90.9% | +39.2% |
| 1Y | +43.1% | -54.0% | +97.1% | +41.6% |
| All | +43.1% | -54.8% | +97.8% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling