+379.4%
TTD vs RCAT
-98.6%
+478.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.3% |
| 7D | +6.3% | -1.4% | +7.8% | +6.4% |
| 30D | -23.9% | -3.3% | -20.5% | -23.9% |
| 3M | -31.4% | -43.2% | +11.8% | -30.9% |
| 6M | -42.7% | -43.2% | +0.5% | -42.4% |
| YTD | -62.0% | +5.5% | -67.5% | -62.3% |
| 1Y | -72.2% | -1.6% | -70.6% | -72.5% |
| 3Y | -81.9% | +773.7% | -855.6% | -82.8% |
| 5Y | -81.5% | +187.6% | -269.2% | -82.4% |
| All | +379.4% | -98.6% | +478.0% | +390.3% |
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