+1,502.2%
TSM vs RCAT
-99.6%
+1,601.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.4% | -7.9% | +3.4% |
| 7D | -2.5% | +1.1% | -3.6% | -2.5% |
| 30D | -14.3% | -22.0% | +7.7% | -14.1% |
| 3M | -7.2% | -51.1% | +43.9% | -6.7% |
| 6M | -5.1% | -56.6% | +51.5% | -4.6% |
| YTD | +28.9% | -43.3% | +72.1% | +29.2% |
| 1Y | +37.1% | -51.5% | +88.6% | +37.5% |
| 3Y | +341.5% | +411.4% | -69.9% | +336.6% |
| 5Y | +245.7% | +74.4% | +171.3% | +242.5% |
| 10Y | +1,502.2% | -99.6% | +1,601.8% | +1,519.6% |
| All | +1,502.2% | -99.6% | +1,601.8% | +1,519.6% |
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