+1,157.1%
CAT vs TD
+295.5%
+861.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | 0.0% |
| 7D | +2.9% | -1.9% | +4.9% | +4.4% |
| 30D | -2.6% | -1.6% | -1.0% | -1.4% |
| 3M | -10.7% | +4.6% | -15.3% | -13.8% |
| 6M | +16.1% | +26.8% | -10.7% | -3.0% |
| YTD | +43.2% | +28.3% | +14.9% | +18.6% |
| 1Y | +96.8% | +60.4% | +36.4% | +37.4% |
| 3Y | +201.4% | +125.7% | +75.6% | +59.2% |
| 5Y | +332.7% | +122.4% | +210.3% | +128.2% |
| 10Y | +1,157.1% | +297.1% | +860.0% | +362.0% |
| All | +1,157.1% | +295.5% | +861.6% | +362.0% |
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