+9.3%
CAT vs TSEM
+40.2%
-30.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.1% | +1.0% |
| 7D | +7.4% | +7.0% | +0.5% | +5.4% |
| 30D | -19.7% | -29.8% | +10.1% | -12.8% |
| 3M | -29.6% | -41.9% | +12.3% | -20.5% |
| 6M | -33.2% | -45.8% | +12.6% | -24.9% |
| YTD | +5.7% | +25.1% | -19.4% | -2.8% |
| 1Y | +9.3% | +48.2% | -38.9% | -3.9% |
| All | +9.3% | +40.2% | -30.8% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling