+91.9%
TT vs RCAT
+373.0%
-281.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.4% |
| 7D | +0.8% | -5.6% | +6.4% | +0.9% |
| 30D | -11.8% | -27.0% | +15.3% | -10.8% |
| 3M | -11.6% | -57.9% | +46.3% | -8.7% |
| 6M | -9.3% | -59.4% | +50.1% | -6.8% |
| YTD | +8.9% | -46.9% | +55.8% | +9.6% |
| 1Y | -2.2% | -54.0% | +51.8% | -1.3% |
| 3Y | +91.9% | +378.4% | -286.5% | +81.2% |
| All | +91.9% | +373.0% | -281.2% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling