-22.5%
TNA vs RCAT
+184.3%
-206.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -3.0% |
| 7D | -3.6% | -2.3% | -1.3% | -3.2% |
| 30D | -10.1% | -18.7% | +8.6% | -6.9% |
| 3M | +2.7% | -29.3% | +32.0% | +7.9% |
| 6M | +38.4% | -42.3% | +80.7% | +47.4% |
| YTD | +45.4% | +2.5% | +42.9% | +38.3% |
| 1Y | +55.9% | -5.7% | +61.6% | +47.7% |
| 3Y | +109.8% | +764.9% | -655.1% | +29.0% |
| 5Y | -22.5% | +182.3% | -204.8% | -48.4% |
| All | -22.5% | +184.3% | -206.8% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling