+127.9%
TT vs RCAT
+46.9%
+81.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +18.6% | -16.3% | +1.5% |
| 7D | -2.0% | -12.7% | +10.7% | -1.5% |
| 30D | -14.0% | -34.3% | +20.3% | -12.6% |
| 3M | -15.9% | -53.4% | +37.5% | -13.3% |
| 6M | -17.3% | -62.0% | +44.6% | -14.6% |
| YTD | +4.0% | -49.1% | +53.0% | +4.9% |
| 1Y | -7.1% | -53.1% | +46.0% | -6.2% |
| 3Y | +90.2% | +318.7% | -228.4% | +66.5% |
| All | +127.9% | +46.9% | +81.0% | +111.5% |
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 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