+1,523.6%
TXN vs RCAT
-100.0%
+1,623.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.8% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | -6.9% | -3.3% | -3.6% | -6.9% |
| 3M | -14.9% | -43.2% | +28.3% | -14.8% |
| 6M | +29.0% | -43.2% | +72.2% | +29.1% |
| YTD | +51.5% | +5.5% | +45.9% | +51.3% |
| 1Y | +41.6% | -1.6% | +43.2% | +41.3% |
| 3Y | +65.8% | +773.7% | -707.9% | +64.1% |
| 5Y | +56.8% | +187.6% | -130.8% | +55.4% |
| 10Y | +387.5% | -98.5% | +485.9% | +363.7% |
| All | +1,523.6% | -100.0% | +1,623.6% | +1,007.0% |
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 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