+89.0%
TXN vs RCAT
+68.2%
+20.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.0% |
| 7D | -0.5% | +7.2% | -7.8% | -0.9% |
| 30D | +10.5% | -20.4% | +30.9% | +11.3% |
| 3M | +10.7% | -59.8% | +70.5% | +14.3% |
| 6M | +5.1% | -61.9% | +67.0% | +8.2% |
| YTD | +82.5% | -45.9% | +128.4% | +83.9% |
| 1Y | +98.2% | -50.5% | +148.7% | +99.9% |
| 3Y | +128.4% | +387.5% | -259.1% | +110.5% |
| 5Y | +89.0% | +70.9% | +18.1% | +81.3% |
| All | +89.0% | +68.2% | +20.8% | +81.3% |
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