+71.9%
TXN vs RCAT
+738.1%
-666.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.3% |
| 7D | +2.7% | -2.3% | +4.9% | +2.7% |
| 30D | -6.7% | -18.7% | +12.0% | -6.0% |
| 3M | -8.9% | -29.3% | +20.4% | -8.0% |
| 6M | +34.7% | -42.3% | +77.0% | +36.3% |
| YTD | +53.3% | +2.5% | +50.8% | +50.9% |
| 1Y | +45.0% | -5.7% | +50.7% | +42.2% |
| All | +71.9% | +738.1% | -666.3% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling