+7,264.3%
TSM vs RCAT
-100.0%
+7,364.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +2.9% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +3.6% | -3.3% | +7.0% | +3.6% |
| 3M | -3.4% | -43.2% | +39.8% | -3.2% |
| 6M | +20.6% | -43.2% | +63.8% | +20.8% |
| YTD | +41.9% | +5.5% | +36.3% | +41.7% |
| 1Y | +84.4% | -1.6% | +86.0% | +84.1% |
| 3Y | +380.2% | +773.7% | -393.5% | +374.9% |
| 5Y | +275.3% | +187.6% | +87.7% | +271.6% |
| 10Y | +1,751.4% | -98.5% | +1,849.8% | +1,651.2% |
| All | +7,264.3% | -100.0% | +7,364.3% | +4,681.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling