+688.6%
CAT vs TDG
+551.7%
+137.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.3% |
| 7D | +7.4% | +1.7% | +5.7% | +6.7% |
| 30D | -19.7% | +9.7% | -29.4% | -22.8% |
| 3M | -29.6% | -2.3% | -27.3% | -29.2% |
| 6M | -33.2% | +1.3% | -34.5% | -34.0% |
| YTD | +5.7% | -8.5% | +14.1% | +8.1% |
| 1Y | +9.3% | -8.1% | +17.5% | +11.7% |
| 3Y | +158.3% | +43.4% | +114.9% | +116.1% |
| 5Y | +211.6% | +127.8% | +83.8% | +112.6% |
| All | +688.6% | +551.7% | +137.0% | +249.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling