+36.0%
TSM vs RCAT
-59.1%
+95.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.3% | +8.1% | -0.7% |
| 7D | -10.0% | -18.5% | +8.6% | -7.3% |
| 30D | -18.5% | -37.0% | +18.4% | -13.3% |
| 3M | -4.9% | -54.9% | +50.0% | +5.2% |
| 6M | -1.0% | -63.6% | +62.7% | +11.2% |
| YTD | +31.3% | -49.6% | +80.8% | +37.2% |
| 1Y | +36.0% | -57.8% | +93.8% | +44.0% |
| All | +36.0% | -59.1% | +95.2% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling