-14.0%
TSN vs RCAT
+46.9%
-60.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.4% | -0.6% |
| 7D | +4.6% | -12.7% | +17.4% | +4.6% |
| 30D | +15.4% | -34.3% | +49.7% | +15.2% |
| 3M | +2.9% | -53.4% | +56.3% | +2.5% |
| 6M | -10.8% | -62.0% | +51.2% | -11.2% |
| YTD | +4.5% | -49.1% | +53.5% | +4.0% |
| 1Y | +19.5% | -53.1% | +72.6% | +18.9% |
| 3Y | +42.2% | +318.7% | -276.4% | +43.7% |
| All | -14.0% | +46.9% | -60.9% | -12.2% |
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 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