+553.5%
TSN vs RCAT
-100.0%
+653.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | -6.3% | -1.4% | -4.9% | -6.3% |
| 30D | -10.8% | -3.3% | -7.5% | -10.8% |
| 3M | -8.8% | -43.2% | +34.5% | -8.7% |
| 6M | -16.8% | -43.2% | +26.4% | -16.8% |
| YTD | -10.0% | +5.5% | -15.5% | -10.1% |
| 1Y | -5.3% | -1.6% | -3.6% | -5.4% |
| 3Y | +8.5% | +773.7% | -765.2% | +7.7% |
| 5Y | -22.9% | +187.6% | -210.6% | -23.5% |
| 10Y | -12.6% | -98.5% | +85.8% | -15.8% |
| All | +553.5% | -100.0% | +653.5% | +457.0% |
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