+365.8%
TTD vs RCAT
-98.6%
+464.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -2.9% |
| 7D | +1.7% | +5.4% | -3.7% | +1.7% |
| 30D | +1.6% | -5.6% | +7.2% | +1.6% |
| 3M | -27.8% | -30.2% | +2.4% | -27.6% |
| 6M | -52.1% | -43.4% | -8.7% | -51.9% |
| YTD | -63.1% | +9.6% | -72.7% | -63.3% |
| 1Y | -73.1% | -2.0% | -71.1% | -73.3% |
| 3Y | -83.3% | +825.0% | -908.3% | -84.1% |
| 5Y | -80.6% | +199.8% | -280.4% | -81.5% |
| All | +365.8% | -98.6% | +464.3% | +376.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling