-7.0%
TSN vs RCAT
-98.5%
+91.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -1.0% |
| 7D | -7.3% | -2.3% | -5.0% | -7.3% |
| 30D | -8.6% | -18.7% | +10.1% | -8.6% |
| 3M | -7.5% | -29.3% | +21.8% | -7.4% |
| 6M | -14.1% | -42.3% | +28.2% | -14.0% |
| YTD | -9.4% | +2.5% | -12.0% | -9.6% |
| 1Y | -4.1% | -5.7% | +1.6% | -4.3% |
| 3Y | +10.3% | +764.9% | -754.6% | +8.4% |
| 5Y | -19.7% | +182.3% | -202.0% | -21.0% |
| 10Y | -7.0% | -98.5% | +91.5% | -14.8% |
| All | -7.0% | -98.5% | +91.5% | -14.8% |
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