+74.7%
TNA vs RCAT
-98.5%
+173.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.0% |
| 7D | -7.6% | -5.4% | -2.2% | -7.5% |
| 30D | -13.6% | -24.2% | +10.6% | -13.0% |
| 3M | +2.8% | -25.8% | +28.7% | +3.5% |
| 6M | +34.5% | -44.9% | +79.4% | +36.1% |
| YTD | +41.0% | +1.9% | +39.1% | +40.3% |
| 1Y | +52.0% | -5.2% | +57.2% | +51.2% |
| 3Y | +103.5% | +759.6% | -656.1% | +91.1% |
| 5Y | -22.5% | +187.5% | -210.1% | -26.5% |
| All | +74.7% | -98.5% | +173.2% | +60.9% |
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