+143.9%
CAT vs TD
+129.3%
+14.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | -10.3% | -1.7% | -8.6% | -9.3% |
| 30D | -31.2% | +8.2% | -39.4% | -34.9% |
| 3M | -34.7% | +1.7% | -36.4% | -35.5% |
| 6M | -39.5% | +14.2% | -53.7% | -44.7% |
| YTD | -1.7% | +32.8% | -34.4% | -18.0% |
| 1Y | -1.1% | +55.5% | -56.6% | -24.5% |
| 3Y | +143.9% | +129.6% | +14.2% | +43.7% |
| All | +143.9% | +129.3% | +14.5% | +43.7% |
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