+95.4%
CAT vs TDG
-9.4%
+104.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | +1.7% | -2.0% | +3.7% | +2.3% |
| 30D | -6.6% | -7.4% | +0.8% | -4.7% |
| 3M | -13.3% | -5.4% | -7.9% | -11.8% |
| 6M | +11.6% | -11.6% | +23.3% | +12.9% |
| YTD | +42.9% | -12.6% | +55.6% | +43.9% |
| 1Y | +95.4% | -9.3% | +104.8% | +96.3% |
| All | +95.4% | -9.4% | +104.8% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling