-2.2%
TT vs RCAT
-56.5%
+54.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.5% |
| 7D | +0.8% | -5.6% | +6.4% | +0.9% |
| 30D | -11.8% | -27.0% | +15.3% | -10.7% |
| 3M | -11.6% | -57.9% | +46.3% | -8.3% |
| 6M | -9.3% | -59.4% | +50.1% | -6.7% |
| YTD | +8.9% | -46.9% | +55.8% | +7.2% |
| 1Y | -2.2% | -54.0% | +51.8% | -3.5% |
| All | -2.2% | -56.5% | +54.2% | -3.5% |
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