-4.5%
TT vs RCAT
-59.1%
+54.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.3% | +8.6% | -1.2% |
| 7D | -8.5% | -18.5% | +10.1% | -7.6% |
| 30D | -12.8% | -37.0% | +24.2% | -11.0% |
| 3M | -12.9% | -54.9% | +42.0% | -9.8% |
| 6M | -15.2% | -63.6% | +48.4% | -12.2% |
| YTD | +6.2% | -49.6% | +55.8% | +5.4% |
| 1Y | -4.5% | -57.8% | +53.3% | -4.6% |
| All | -4.5% | -59.1% | +54.6% | -4.6% |
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