+660.9%
TSN vs RCAT
-100.0%
+760.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.4% | -11.1% | +0.3% |
| 7D | +4.9% | +1.1% | +3.8% | +4.9% |
| 30D | +12.1% | -22.0% | +34.1% | +12.1% |
| 3M | +4.1% | -51.1% | +55.3% | +4.2% |
| 6M | -10.9% | -56.6% | +45.7% | -10.8% |
| YTD | +4.8% | -43.3% | +48.0% | +4.8% |
| 1Y | +17.6% | -51.5% | +69.2% | +17.7% |
| 3Y | +43.2% | +411.4% | -368.1% | +42.2% |
| 5Y | -13.9% | +74.4% | -88.3% | -14.4% |
| 10Y | +11.8% | -99.6% | +111.4% | +8.0% |
| All | +660.9% | -100.0% | +760.9% | +549.2% |
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 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