+31.2%
TSM vs RCAT
-56.7%
+87.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +18.6% | -12.3% | +3.3% |
| 7D | -7.6% | -12.7% | +5.2% | -5.9% |
| 30D | -20.5% | -34.3% | +13.8% | -16.0% |
| 3M | -10.0% | -53.4% | +43.4% | -1.0% |
| 6M | -10.1% | -62.0% | +51.9% | +0.3% |
| YTD | +24.5% | -49.1% | +73.6% | +30.0% |
| 1Y | +31.2% | -53.1% | +84.3% | +36.7% |
| All | +31.2% | -56.7% | +87.9% | +36.7% |
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 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