+333.5%
CAT vs TD
+123.5%
+210.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.7% |
| 7D | +5.6% | +0.9% | +4.7% | +4.9% |
| 30D | -2.3% | -0.7% | -1.7% | -1.9% |
| 3M | -10.0% | +6.3% | -16.3% | -13.9% |
| 6M | +21.2% | +27.9% | -6.7% | +1.9% |
| YTD | +44.4% | +29.8% | +14.6% | +20.2% |
| 1Y | +96.3% | +63.7% | +32.6% | +39.1% |
| 3Y | +203.9% | +128.3% | +75.6% | +67.4% |
| 5Y | +333.5% | +125.5% | +208.0% | +115.1% |
| All | +333.5% | +123.5% | +210.0% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling