+42.4%
TSEM vs RCAT
-100.0%
+142.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.4% | -3.1% |
| 7D | -9.5% | -5.6% | -3.9% | -9.5% |
| 30D | -35.5% | -27.0% | -8.4% | -35.4% |
| 3M | -41.6% | -57.9% | +16.3% | -41.4% |
| 6M | -30.1% | -59.4% | +29.3% | -29.9% |
| YTD | +25.7% | -46.9% | +72.6% | +25.9% |
| 1Y | +50.5% | -54.0% | +104.5% | +50.7% |
| 3Y | +501.7% | +378.4% | +123.3% | +498.5% |
| 5Y | +310.9% | +61.9% | +249.0% | +309.1% |
| 10Y | +849.8% | -99.6% | +949.4% | +831.3% |
| All | +42.4% | -100.0% | +142.4% | +32.7% |
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 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