+9,040.2%
CAT vs TSEM
-20.5%
+9,060.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.6% | -4.7% | +2.0% |
| 7D | +1.7% | +6.8% | -5.0% | +1.0% |
| 30D | -24.6% | -26.6% | +2.1% | -22.1% |
| 3M | -28.5% | -36.3% | +7.8% | -25.1% |
| 6M | -34.8% | -30.6% | -4.2% | -33.1% |
| YTD | +5.9% | +35.3% | -29.4% | +0.7% |
| 1Y | +6.8% | +59.2% | -52.4% | -0.2% |
| 3Y | +161.1% | +547.7% | -386.6% | +109.0% |
| 5Y | +213.4% | +337.5% | -124.1% | +158.0% |
| 10Y | +700.3% | +887.4% | -187.0% | +500.3% |
| All | +9,040.2% | -20.5% | +9,060.7% | +5,923.3% |
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