+99.7%
TXN vs RCAT
-59.1%
+158.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.3% | +10.0% | +0.4% |
| 7D | +1.0% | -18.5% | +19.6% | +2.4% |
| 30D | +6.1% | -37.0% | +43.1% | +9.1% |
| 3M | +10.4% | -54.9% | +65.2% | +15.6% |
| 6M | +12.6% | -63.6% | +76.2% | +18.8% |
| YTD | +83.5% | -49.6% | +133.0% | +83.4% |
| 1Y | +99.7% | -57.8% | +157.5% | +105.0% |
| All | +99.7% | -59.1% | +158.9% | +105.0% |
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 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