+4,631.9%
TT vs RCAT
-100.0%
+4,731.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.9% | +10.5% | -4.4% |
| 7D | -9.0% | -32.6% | +23.6% | -8.9% |
| 30D | -17.6% | -46.3% | +28.7% | -17.5% |
| 3M | -18.7% | -60.7% | +42.0% | -18.5% |
| 6M | -17.4% | -67.4% | +49.9% | -17.3% |
| YTD | +1.5% | -57.1% | +58.6% | +1.6% |
| 1Y | -9.4% | -63.8% | +54.4% | -9.3% |
| 3Y | +85.1% | +268.1% | -183.0% | +84.4% |
| 5Y | +125.7% | +25.2% | +100.6% | +125.0% |
| 10Y | +757.3% | -99.7% | +857.0% | +743.3% |
| All | +4,631.9% | -100.0% | +4,731.9% | +4,121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling