+153.7%
CAT vs TAP
-23.3%
+176.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -6.3% | -4.5% | -1.8% | -6.2% |
| 30D | -26.8% | +7.5% | -34.3% | -27.1% |
| 3M | -30.0% | -4.9% | -25.2% | -29.8% |
| 6M | -34.6% | -3.5% | -31.1% | -34.5% |
| YTD | +2.9% | -11.4% | +14.3% | +4.2% |
| 1Y | +3.3% | -10.8% | +14.1% | +4.3% |
| 3Y | +153.7% | -24.5% | +178.2% | +164.1% |
| All | +153.7% | -23.3% | +176.9% | +164.1% |
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