+1,157.1%
CAT vs TSEM
+1,283.8%
-126.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.5% |
| 7D | +2.9% | +4.7% | -1.8% | +1.7% |
| 30D | -2.6% | -14.2% | +11.6% | +0.9% |
| 3M | -10.7% | -5.0% | -5.6% | -11.3% |
| 6M | +16.1% | +87.6% | -71.4% | -4.9% |
| YTD | +43.2% | +84.4% | -41.2% | +16.8% |
| 1Y | +96.8% | +235.4% | -138.6% | +36.9% |
| 3Y | +201.4% | +668.0% | -466.6% | +63.9% |
| 5Y | +332.7% | +644.7% | -312.1% | +128.3% |
| 10Y | +1,157.1% | +1,326.7% | -169.6% | +446.3% |
| All | +1,157.1% | +1,283.8% | -126.7% | +446.3% |
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