+25,808.1%
CAT vs TAP
+825.0%
+24,983.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.7% | -2.3% | +4.0% | +2.3% |
| 30D | -6.6% | -2.1% | -4.4% | -6.3% |
| 3M | -13.3% | +6.6% | -19.9% | -15.3% |
| 6M | +11.6% | -11.5% | +23.1% | +13.9% |
| YTD | +42.9% | -10.3% | +53.2% | +45.0% |
| 1Y | +95.4% | -14.4% | +109.8% | +99.7% |
| 3Y | +196.6% | -28.3% | +224.9% | +213.8% |
| 5Y | +321.7% | +1.7% | +319.9% | +305.8% |
| 10Y | +1,140.8% | -49.2% | +1,190.0% | +1,249.6% |
| All | +25,808.1% | +825.0% | +24,983.1% | +16,378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling