+398.5%
TTMI vs RCAT
-99.7%
+498.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -4.0% |
| 7D | -11.5% | -5.6% | -5.9% | -11.4% |
| 30D | -40.3% | -27.0% | -13.3% | -40.0% |
| 3M | -44.5% | -57.9% | +13.4% | -43.8% |
| 6M | -54.1% | -59.4% | +5.3% | -53.5% |
| YTD | +4.7% | -46.9% | +51.6% | +5.5% |
| 1Y | +3.3% | -54.0% | +57.4% | +4.3% |
| 3Y | +407.2% | +378.4% | +28.8% | +396.4% |
| 5Y | +406.5% | +61.9% | +344.6% | +397.6% |
| All | +398.5% | -99.7% | +498.2% | +384.4% |
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