+80.5%
TSEM vs RCAT
-59.1%
+139.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -10.3% | +1.6% | -6.5% |
| 7D | -23.1% | -18.5% | -4.6% | -19.4% |
| 30D | -40.4% | -37.0% | -3.4% | -34.3% |
| 3M | -37.9% | -54.9% | +17.0% | -27.3% |
| 6M | -30.8% | -63.6% | +32.8% | -17.8% |
| YTD | +26.7% | -49.6% | +76.3% | +39.2% |
| 1Y | +80.5% | -57.8% | +138.3% | +105.8% |
| All | +80.5% | -59.1% | +139.6% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling