-19.5%
TSN vs RCAT
+192.8%
-212.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.7% |
| 7D | -5.0% | +5.4% | -10.4% | -5.0% |
| 30D | -9.1% | -5.6% | -3.5% | -9.1% |
| 3M | -7.4% | -30.2% | +22.8% | -7.5% |
| 6M | -13.4% | -43.4% | +30.0% | -13.4% |
| YTD | -8.5% | +9.6% | -18.1% | -8.5% |
| 1Y | -3.2% | -2.0% | -1.2% | -3.3% |
| 3Y | +11.5% | +825.0% | -813.5% | +12.5% |
| 5Y | -19.5% | +199.8% | -219.3% | -18.4% |
| All | -19.5% | +192.8% | -212.3% | -18.4% |
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