+8.9%
CAT vs TD
+61.0%
-52.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.8% | -8.0% | -7.7% |
| 7D | -17.1% | +1.4% | -18.5% | -18.2% |
| 30D | -30.1% | +10.2% | -40.4% | -36.3% |
| 3M | -32.4% | +8.1% | -40.5% | -37.4% |
| 6M | -32.1% | +22.3% | -54.4% | -45.2% |
| YTD | +4.1% | +39.0% | -34.9% | -26.6% |
| 1Y | +8.9% | +62.6% | -53.7% | -32.3% |
| All | +8.9% | +61.0% | -52.1% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling