+16.0%
TTMI vs RCAT
-51.9%
+67.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.3% |
| 7D | +7.2% | +7.2% | 0.0% | +5.1% |
| 30D | -28.7% | -20.4% | -8.3% | -23.5% |
| 3M | -39.8% | -59.8% | +20.0% | -23.1% |
| 6M | -51.7% | -61.9% | +10.2% | -40.0% |
| YTD | +14.1% | -45.9% | +60.0% | +15.8% |
| 1Y | +16.0% | -50.5% | +66.5% | +20.3% |
| All | +16.0% | -51.9% | +67.8% | +20.3% |
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