+273.0%
TSEM vs RCAT
+46.9%
+226.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +18.6% | -13.8% | +2.9% |
| 7D | -17.5% | -12.7% | -4.8% | -16.4% |
| 30D | -44.7% | -34.3% | -10.4% | -42.3% |
| 3M | -38.9% | -53.4% | +14.5% | -34.4% |
| 6M | -36.7% | -62.0% | +25.3% | -31.4% |
| YTD | +17.0% | -49.1% | +66.0% | +22.4% |
| 1Y | +62.8% | -53.1% | +116.0% | +70.7% |
| 3Y | +471.3% | +318.7% | +152.6% | +398.3% |
| All | +273.0% | +46.9% | +226.1% | +233.7% |
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