+1,124.0%
TTMI vs RCAT
-98.5%
+1,222.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.8% | +3.4% |
| 7D | +0.7% | -4.9% | +5.6% | +0.7% |
| 30D | -8.4% | -22.9% | +14.4% | -8.1% |
| 3M | -32.5% | -33.7% | +1.3% | -32.1% |
| 6M | +32.5% | -50.7% | +83.2% | +33.6% |
| YTD | +83.2% | +0.4% | +82.9% | +82.8% |
| 1Y | +161.7% | -27.6% | +189.3% | +161.8% |
| 3Y | +890.1% | +753.2% | +137.0% | +855.5% |
| 5Y | +832.4% | +183.3% | +649.2% | +803.1% |
| All | +1,124.0% | -98.5% | +1,222.5% | +753.4% |
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