+676.1%
TSEM vs RCAT
+181.8%
+494.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.0% | +9.8% | +8.0% |
| 7D | +6.9% | -1.4% | +8.3% | +7.0% |
| 30D | +5.3% | -3.3% | +8.7% | +5.6% |
| 3M | -14.9% | -43.2% | +28.3% | -11.3% |
| 6M | +80.0% | -43.2% | +123.2% | +85.3% |
| YTD | +89.4% | +5.5% | +83.8% | +85.4% |
| 1Y | +253.1% | -1.6% | +254.7% | +243.2% |
| 3Y | +642.1% | +773.7% | -131.6% | +514.4% |
| All | +676.1% | +181.8% | +494.2% | +550.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling