+1,326.7%
TSEM vs RCAT
-98.5%
+1,425.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.4% |
| 7D | +4.7% | -2.3% | +7.0% | +4.7% |
| 30D | -14.2% | -18.7% | +4.5% | -14.1% |
| 3M | -5.0% | -29.3% | +24.2% | -4.7% |
| 6M | +87.6% | -42.3% | +129.9% | +88.3% |
| YTD | +84.4% | +2.5% | +81.9% | +84.0% |
| 1Y | +235.4% | -5.7% | +241.1% | +234.4% |
| 3Y | +668.0% | +764.9% | -96.9% | +648.8% |
| 5Y | +644.7% | +182.3% | +462.4% | +627.9% |
| 10Y | +1,326.7% | -98.5% | +1,425.2% | +1,235.6% |
| All | +1,326.7% | -98.5% | +1,425.2% | +1,235.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling