+690.2%
TTMI vs RCAT
-100.0%
+790.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +9.0% |
| 7D | +7.2% | +7.2% | 0.0% | +7.2% |
| 30D | -28.7% | -20.4% | -8.3% | -28.6% |
| 3M | -39.8% | -59.8% | +20.0% | -39.6% |
| 6M | -51.7% | -61.9% | +10.2% | -51.6% |
| YTD | +14.1% | -45.9% | +60.0% | +14.2% |
| 1Y | +16.0% | -50.5% | +66.5% | +16.2% |
| 3Y | +452.7% | +387.5% | +65.2% | +450.2% |
| 5Y | +451.5% | +70.9% | +380.6% | +449.5% |
| 10Y | +443.1% | -99.7% | +542.9% | +438.7% |
| All | +690.2% | -100.0% | +790.2% | +620.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling