+146.0%
TT vs RCAT
+183.7%
-37.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.9% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -7.2% | -3.3% | -3.8% | -7.1% |
| 3M | -3.0% | -43.2% | +40.2% | -1.2% |
| 6M | +1.4% | -43.2% | +44.5% | +2.6% |
| YTD | +15.9% | +5.5% | +10.3% | +13.8% |
| 1Y | +9.4% | -1.6% | +11.1% | +6.9% |
| 3Y | +124.4% | +773.7% | -649.3% | +97.0% |
| All | +146.0% | +183.7% | -37.7% | +116.8% |
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