+158.3%
CAT vs TAP
-22.2%
+180.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.1% | -0.9% |
| 7D | +7.4% | +1.3% | +6.2% | +7.4% |
| 30D | -19.7% | +5.7% | -25.4% | -19.9% |
| 3M | -29.6% | -1.9% | -27.7% | -29.5% |
| 6M | -33.2% | +0.9% | -34.1% | -33.4% |
| YTD | +5.7% | -9.5% | +15.2% | +7.0% |
| 1Y | +9.3% | -9.0% | +18.3% | +10.5% |
| 3Y | +158.3% | -22.2% | +180.6% | +166.7% |
| All | +158.3% | -22.2% | +180.5% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling