+11.6%
CAT vs TSEM
+75.9%
-64.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.1% | -0.2% |
| 7D | +1.7% | +6.9% | -5.2% | 0.0% |
| 30D | -6.6% | +5.3% | -11.9% | -8.2% |
| 3M | -13.3% | -14.9% | +1.6% | -11.6% |
| 6M | +11.6% | +80.0% | -68.4% | -7.7% |
| All | +11.6% | +75.9% | -64.3% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling