+725.3%
CAT vs TAP
-49.3%
+774.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.3% |
| 7D | -10.3% | +0.5% | -10.8% | -10.7% |
| 30D | -31.2% | +9.1% | -40.3% | -33.6% |
| 3M | -34.7% | -3.8% | -30.9% | -34.5% |
| 6M | -39.5% | -3.4% | -36.0% | -39.9% |
| YTD | -1.7% | -10.6% | +9.0% | -0.3% |
| 1Y | -1.1% | -4.4% | +3.3% | -2.7% |
| 3Y | +143.9% | -24.4% | +168.2% | +158.3% |
| 5Y | +194.8% | +2.1% | +192.7% | +168.2% |
| All | +725.3% | -49.3% | +774.6% | +627.4% |
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