+161.0%
TTMI vs RCAT
-7.9%
+169.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -2.5% |
| 7D | +7.5% | -2.3% | +9.8% | +8.0% |
| 30D | -4.5% | -18.7% | +14.2% | -0.4% |
| 3M | -28.5% | -29.3% | +0.7% | -24.5% |
| 6M | +28.4% | -42.3% | +70.7% | +37.1% |
| YTD | +80.1% | +2.5% | +77.6% | +70.6% |
| 1Y | +161.0% | -5.7% | +166.7% | +161.4% |
| All | +161.0% | -7.9% | +169.0% | +161.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling