+695.3%
CAT vs TSEM
+873.2%
-177.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +9.3% | +20.5% | -11.2% | +4.1% |
| 30D | -21.5% | -29.0% | +7.5% | -14.9% |
| 3M | -29.1% | -39.4% | +10.3% | -20.5% |
| 6M | -33.4% | -28.5% | -4.8% | -30.4% |
| YTD | +6.6% | +34.4% | -27.9% | -6.9% |
| 1Y | +6.5% | +48.3% | -41.8% | -9.5% |
| 3Y | +162.7% | +543.5% | -380.9% | +47.7% |
| 5Y | +214.2% | +331.4% | -117.2% | +90.2% |
| All | +695.3% | +873.2% | -177.9% | +261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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