+53.3%
TSEM vs RCAT
-100.0%
+153.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.9% | +5.7% | +7.6% |
| 7D | +6.8% | +7.2% | -0.5% | +6.7% |
| 30D | -26.6% | -20.4% | -6.2% | -26.6% |
| 3M | -36.3% | -59.8% | +23.4% | -36.2% |
| 6M | -30.6% | -61.9% | +31.3% | -30.4% |
| YTD | +35.3% | -45.9% | +81.2% | +35.5% |
| 1Y | +59.2% | -50.5% | +109.7% | +59.5% |
| 3Y | +547.7% | +387.5% | +160.2% | +544.2% |
| 5Y | +337.5% | +70.9% | +266.6% | +335.6% |
| 10Y | +887.4% | -99.7% | +987.1% | +868.3% |
| All | +53.3% | -100.0% | +153.3% | +42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling