+674.0%
CAT vs TD
+303.3%
+370.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -6.3% | -0.7% | -5.6% | -5.8% |
| 30D | -26.8% | +7.6% | -34.4% | -30.9% |
| 3M | -30.0% | +3.0% | -33.1% | -31.7% |
| 6M | -34.6% | +16.8% | -51.4% | -42.1% |
| YTD | +2.9% | +34.3% | -31.4% | -17.9% |
| 1Y | +3.3% | +56.0% | -52.7% | -26.3% |
| 3Y | +153.7% | +132.4% | +21.3% | +31.0% |
| 5Y | +207.3% | +103.7% | +103.6% | +73.8% |
| 10Y | +674.0% | +299.2% | +374.9% | +194.1% |
| All | +674.0% | +303.3% | +370.7% | +194.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling