+12,236.8%
CAT vs TSEM
+11.3%
+12,225.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.8% | -6.1% | +0.9% |
| 7D | +1.7% | +6.9% | -5.2% | +0.9% |
| 30D | -6.6% | +5.3% | -11.9% | -7.3% |
| 3M | -13.3% | -14.9% | +1.6% | -12.4% |
| 6M | +11.6% | +80.0% | -68.4% | +3.4% |
| YTD | +42.9% | +89.4% | -46.4% | +31.4% |
| 1Y | +95.4% | +253.1% | -157.7% | +68.0% |
| 3Y | +196.6% | +642.1% | -445.5% | +133.8% |
| 5Y | +321.7% | +659.1% | -337.4% | +228.4% |
| 10Y | +1,140.8% | +1,291.4% | -150.6% | +798.5% |
| All | +12,236.8% | +11.3% | +12,225.5% | +7,755.9% |
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 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