+1,316.1%
TNA vs RCAT
-99.5%
+1,415.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.7% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | -4.9% | -3.3% | -1.6% | -4.9% |
| 3M | +0.4% | -43.2% | +43.6% | +0.8% |
| 6M | +32.5% | -43.2% | +75.7% | +32.9% |
| YTD | +53.7% | +5.5% | +48.2% | +53.5% |
| 1Y | +65.1% | -1.6% | +66.8% | +64.8% |
| 3Y | +98.4% | +773.7% | -675.2% | +95.2% |
| 5Y | -22.5% | +187.6% | -210.1% | -23.6% |
| 10Y | +82.5% | -98.5% | +181.0% | +80.6% |
| All | +1,316.1% | -99.5% | +1,415.6% | +1,639.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling