+8,998.7%
CAT vs TSEM
-23.8%
+9,022.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +10.9% | -3.7% | +6.0% |
| 7D | -2.4% | -2.0% | -0.5% | -2.2% |
| 30D | -25.0% | -33.4% | +8.4% | -21.7% |
| 3M | -28.7% | -39.7% | +11.0% | -24.9% |
| 6M | -33.0% | -27.8% | -5.2% | -31.5% |
| YTD | +5.4% | +29.7% | -24.3% | +0.8% |
| 1Y | +7.3% | +81.1% | -73.9% | -1.2% |
| 3Y | +166.0% | +529.3% | -363.3% | +113.8% |
| 5Y | +210.1% | +315.0% | -104.9% | +156.8% |
| 10Y | +712.5% | +865.7% | -153.2% | +511.3% |
| All | +8,998.7% | -23.8% | +9,022.5% | +5,925.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling