+550.5%
TTD vs RCAT
-99.6%
+650.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +11.4% | +4.1% | +15.3% |
| 7D | +19.0% | +1.1% | +17.8% | +18.9% |
| 30D | +23.6% | -22.0% | +45.6% | +24.0% |
| 3M | +8.2% | -51.1% | +59.3% | +9.3% |
| 6M | -35.3% | -56.6% | +21.3% | -34.7% |
| YTD | -60.7% | -43.3% | -17.4% | -60.6% |
| 1Y | -65.3% | -51.5% | -13.8% | -65.2% |
| 3Y | -80.6% | +411.4% | -491.9% | -81.4% |
| 5Y | -84.6% | +74.4% | -159.0% | -85.2% |
| 10Y | +550.5% | -99.6% | +650.1% | +464.5% |
| All | +550.5% | -99.6% | +650.1% | +464.5% |
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 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