+7,163.8%
CAT vs TD
+8,106.9%
-943.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.7% | +6.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.0% |
| 30D | -25.0% | +7.9% | -32.9% | -28.5% |
| 3M | -28.7% | +3.1% | -31.8% | -30.1% |
| 6M | -33.0% | +17.2% | -50.2% | -39.2% |
| YTD | +5.4% | +34.7% | -29.3% | -11.8% |
| 1Y | +7.3% | +56.9% | -49.6% | -18.1% |
| 3Y | +166.0% | +134.7% | +31.3% | +57.8% |
| 5Y | +210.1% | +104.8% | +105.3% | +99.0% |
| 10Y | +712.5% | +305.8% | +406.7% | +251.8% |
| All | +7,163.8% | +8,106.9% | -943.1% | +814.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling