+37.0%
TRV vs RCAT
-7.4%
+44.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.5% |
| 7D | -1.5% | -5.4% | +3.9% | -1.5% |
| 30D | -1.8% | -24.2% | +22.4% | -2.2% |
| 3M | +21.6% | -25.8% | +47.4% | +21.4% |
| 6M | +22.5% | -44.9% | +67.4% | +22.3% |
| YTD | +28.1% | +1.9% | +26.3% | +26.9% |
| 1Y | +37.0% | -5.2% | +42.2% | +35.1% |
| All | +37.0% | -7.4% | +44.5% | +35.1% |
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 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