+329.6%
TTD vs RCAT
-99.3%
+428.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.6% | -17.7% | +0.7% |
| 7D | +5.2% | -12.7% | +18.0% | +5.4% |
| 30D | +6.9% | -34.3% | +41.3% | +7.6% |
| 3M | -26.8% | -53.4% | +26.6% | -26.1% |
| 6M | -46.1% | -62.0% | +15.8% | -45.6% |
| YTD | -65.9% | -49.1% | -16.9% | -65.8% |
| 1Y | -71.8% | -53.1% | -18.7% | -71.7% |
| 3Y | -83.3% | +318.7% | -402.0% | -84.0% |
| 5Y | -81.1% | +48.5% | -129.7% | -81.8% |
| 10Y | +441.7% | -99.6% | +541.3% | +404.0% |
| All | +329.6% | -99.3% | +428.9% | +343.8% |
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