+333.5%
CAT vs TSEM
+657.2%
-323.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.3% |
| 7D | +5.6% | +10.4% | -4.9% | +3.2% |
| 30D | -2.3% | -12.9% | +10.6% | +0.5% |
| 3M | -10.0% | -9.2% | -0.8% | -9.6% |
| 6M | +21.2% | +98.8% | -77.5% | +1.5% |
| YTD | +44.4% | +87.2% | -42.8% | +21.6% |
| 1Y | +96.3% | +239.0% | -142.7% | +45.3% |
| 3Y | +203.9% | +679.5% | -475.6% | +88.5% |
| 5Y | +333.5% | +667.3% | -333.8% | +159.0% |
| All | +333.5% | +657.2% | -323.7% | +159.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling