+688.6%
CAT vs TD
+300.0%
+388.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +7.4% | +1.1% | +6.3% | +6.6% |
| 30D | -19.7% | +5.2% | -24.9% | -22.8% |
| 3M | -29.6% | +1.2% | -30.8% | -30.4% |
| 6M | -33.2% | +17.7% | -50.9% | -41.2% |
| YTD | +5.7% | +34.2% | -28.6% | -15.6% |
| 1Y | +9.3% | +55.4% | -46.1% | -21.8% |
| 3Y | +158.3% | +130.4% | +27.9% | +34.3% |
| 5Y | +211.6% | +101.8% | +109.8% | +77.5% |
| All | +688.6% | +300.0% | +388.6% | +206.4% |
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