+199.8%
RCAT vs TENB
-28.0%
+227.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.4% |
| 7D | +5.4% | -5.0% | +10.4% | +7.0% |
| 30D | -5.6% | -7.4% | +1.8% | -3.8% |
| 3M | -30.2% | +22.3% | -52.5% | -34.8% |
| 6M | -43.4% | +60.2% | -103.6% | -51.1% |
| YTD | +9.6% | +43.2% | -33.6% | -3.2% |
| 1Y | -2.0% | +8.2% | -10.1% | -6.4% |
| 3Y | +825.0% | -23.8% | +848.8% | +842.4% |
| 5Y | +199.8% | -26.9% | +226.7% | +192.7% |
| All | +199.8% | -28.0% | +227.8% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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