+396.5%
TTMI vs RCAT
-99.8%
+496.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.8% |
| 7D | +11.4% | -5.9% | +17.3% | +11.5% |
| 30D | -28.3% | -19.7% | -8.6% | -28.0% |
| 3M | -46.7% | -62.9% | +16.2% | -45.9% |
| 6M | -56.1% | -59.6% | +3.5% | -55.6% |
| YTD | +7.4% | -52.1% | +59.4% | +8.3% |
| 1Y | +17.4% | -50.9% | +68.3% | +18.4% |
| 3Y | +429.1% | +333.8% | +95.4% | +418.8% |
| 5Y | +418.8% | +40.7% | +378.0% | +410.7% |
| All | +396.5% | -99.8% | +496.3% | +382.9% |
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 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