+273.1%
TSM vs RCAT
+183.7%
+89.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.0% |
| 7D | +2.7% | -1.4% | +4.1% | +2.8% |
| 30D | +3.6% | -3.3% | +7.0% | +3.7% |
| 3M | -3.4% | -43.2% | +39.8% | -0.1% |
| 6M | +20.6% | -43.2% | +63.8% | +23.5% |
| YTD | +41.9% | +5.5% | +36.3% | +38.8% |
| 1Y | +84.4% | -1.6% | +86.0% | +79.8% |
| 3Y | +380.2% | +773.7% | -393.5% | +313.0% |
| All | +273.1% | +183.7% | +89.4% | +224.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling