+19.4%
TSN vs RCAT
-59.1%
+78.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -10.3% | +15.7% | +5.1% |
| 7D | +8.4% | -18.5% | +27.0% | +7.9% |
| 30D | +16.1% | -37.0% | +53.0% | +15.0% |
| 3M | +3.2% | -54.9% | +58.0% | +1.6% |
| 6M | -11.1% | -63.6% | +52.5% | -12.6% |
| YTD | +5.1% | -49.6% | +54.6% | +1.1% |
| 1Y | +19.4% | -57.8% | +77.2% | +17.6% |
| All | +19.4% | -59.1% | +78.6% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling