+468.5%
TXN vs RCAT
-99.8%
+568.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.8% |
| 7D | +9.5% | -5.9% | +15.4% | +9.5% |
| 30D | +8.7% | -19.7% | +28.4% | +8.8% |
| 3M | +11.6% | -62.9% | +74.4% | +12.2% |
| 6M | +0.1% | -59.6% | +59.7% | +0.5% |
| YTD | +78.8% | -52.1% | +130.9% | +79.2% |
| 1Y | +91.2% | -50.9% | +142.1% | +91.5% |
| 3Y | +125.8% | +333.8% | -208.0% | +123.2% |
| 5Y | +83.8% | +40.7% | +43.1% | +82.0% |
| All | +468.5% | -99.8% | +568.3% | +461.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling