+843.5%
TTMI vs RCAT
+192.8%
+650.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -0.9% | +2.6% |
| 7D | +12.2% | +5.4% | +6.8% | +11.5% |
| 30D | -5.7% | -5.6% | -0.1% | -5.3% |
| 3M | -27.5% | -30.2% | +2.7% | -25.3% |
| 6M | +47.1% | -43.4% | +90.5% | +52.3% |
| YTD | +87.5% | +9.6% | +77.8% | +82.7% |
| 1Y | +175.2% | -2.0% | +177.2% | +167.7% |
| 3Y | +901.9% | +825.0% | +76.9% | +723.5% |
| 5Y | +843.5% | +199.8% | +643.6% | +690.0% |
| All | +843.5% | +192.8% | +650.7% | +690.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling