+154.5%
TRV vs RCAT
+184.3%
-29.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.4% |
| 7D | +0.2% | -2.3% | +2.5% | +0.2% |
| 30D | -2.3% | -18.7% | +16.4% | -2.2% |
| 3M | +22.7% | -29.3% | +52.0% | +22.9% |
| 6M | +21.9% | -42.3% | +64.3% | +22.2% |
| YTD | +27.5% | +2.5% | +24.9% | +26.7% |
| 1Y | +36.2% | -5.7% | +41.9% | +35.2% |
| 3Y | +140.6% | +764.9% | -624.3% | +136.6% |
| 5Y | +154.5% | +182.3% | -27.8% | +150.1% |
| All | +154.5% | +184.3% | -29.7% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling