+1,753.6%
TSM vs RCAT
-98.4%
+1,852.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +2.3% |
| 7D | +6.0% | +5.4% | +0.6% | +6.0% |
| 30D | +4.5% | -5.6% | +10.1% | +4.5% |
| 3M | +3.1% | -30.2% | +33.3% | +3.3% |
| 6M | +30.2% | -43.4% | +73.6% | +30.6% |
| YTD | +45.2% | +9.6% | +35.6% | +44.8% |
| 1Y | +79.6% | -2.0% | +81.5% | +79.1% |
| 3Y | +411.0% | +825.0% | -414.0% | +402.3% |
| 5Y | +290.7% | +199.8% | +90.9% | +284.7% |
| 10Y | +1,753.6% | -98.4% | +1,852.0% | +1,725.2% |
| All | +1,753.6% | -98.4% | +1,852.0% | +1,725.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling