+16.3%
RCAT vs TENB
+3.0%
+13.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.4% | -9.1% | +7.7% | +1.3% |
| 30D | -3.3% | -4.9% | +1.5% | -2.3% |
| 3M | -43.2% | +16.9% | -60.1% | -46.1% |
| 6M | -43.2% | +68.0% | -111.2% | -51.6% |
| YTD | +5.5% | +45.6% | -40.0% | -7.3% |
| 1Y | -1.6% | +12.7% | -14.4% | -7.0% |
| 3Y | +773.7% | -24.4% | +798.1% | +801.2% |
| 5Y | +187.6% | -26.7% | +214.4% | +183.0% |
| All | +16.3% | +3.0% | +13.2% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling