+712.5%
CAT vs TAP
-49.5%
+762.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.6% |
| 7D | -2.4% | -7.8% | +5.4% | +0.1% |
| 30D | -25.0% | +7.1% | -32.1% | -27.2% |
| 3M | -28.7% | -7.0% | -21.7% | -27.7% |
| 6M | -33.0% | -3.8% | -29.2% | -33.5% |
| YTD | +5.4% | -11.7% | +17.1% | +7.3% |
| 1Y | +7.3% | -10.1% | +17.4% | +8.1% |
| 3Y | +166.0% | -23.7% | +189.7% | +180.4% |
| 5Y | +210.1% | +2.9% | +207.2% | +180.4% |
| 10Y | +712.5% | -49.5% | +762.0% | +657.3% |
| All | +712.5% | -49.5% | +762.0% | +657.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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