+6,675.6%
CAT vs TD
+7,985.3%
-1,309.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -10.3% | -1.7% | -8.6% | -9.4% |
| 30D | -31.2% | +8.2% | -39.4% | -34.5% |
| 3M | -34.7% | +1.7% | -36.4% | -35.4% |
| 6M | -39.5% | +14.2% | -53.7% | -44.2% |
| YTD | -1.7% | +32.8% | -34.4% | -17.0% |
| 1Y | -1.1% | +55.5% | -56.6% | -24.1% |
| 3Y | +143.9% | +129.6% | +14.2% | +46.6% |
| 5Y | +194.8% | +102.2% | +92.6% | +90.6% |
| 10Y | +739.8% | +306.3% | +433.5% | +263.4% |
| All | +6,675.6% | +7,985.3% | -1,309.7% | +760.2% |
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