+201.7%
CAT vs TD
+128.3%
+73.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | -6.6% | +0.4% | -7.0% | -6.8% |
| 3M | -13.3% | +7.6% | -20.9% | -17.5% |
| 6M | +11.6% | +25.0% | -13.4% | -3.4% |
| YTD | +42.9% | +31.0% | +11.9% | +20.2% |
| 1Y | +95.4% | +65.2% | +30.3% | +43.7% |
| All | +201.7% | +128.3% | +73.3% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling