+32.7%
TNA vs RCAT
-99.8%
+132.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | +3.7% | -5.9% | +9.7% | +3.9% |
| 30D | +4.4% | -19.7% | +24.0% | +5.0% |
| 3M | -26.7% | -62.9% | +36.2% | -24.8% |
| 6M | -12.8% | -59.6% | +46.7% | -11.0% |
| YTD | +22.7% | -52.1% | +74.7% | +24.4% |
| 1Y | +35.7% | -50.9% | +86.6% | +37.4% |
| 3Y | +134.6% | +333.8% | -199.2% | +124.9% |
| 5Y | -46.0% | +40.7% | -86.7% | -47.6% |
| All | +32.7% | -99.8% | +132.5% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling