-85.1%
TTD vs RCAT
+41.8%
-126.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.6% |
| 7D | +21.3% | -5.9% | +27.2% | +21.9% |
| 30D | +28.7% | -19.7% | +48.4% | +30.7% |
| 3M | +7.7% | -62.9% | +70.5% | +16.0% |
| 6M | -23.5% | -59.6% | +36.1% | -19.4% |
| YTD | -58.7% | -52.1% | -6.6% | -58.2% |
| 1Y | -63.4% | -50.9% | -12.5% | -63.3% |
| 3Y | -75.3% | +333.8% | -409.1% | -82.4% |
| All | -85.1% | +41.8% | -126.9% | -87.9% |
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