+158.3%
CAT vs TDG
+43.8%
+114.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.3% |
| 7D | +7.4% | +1.7% | +5.7% | +6.8% |
| 30D | -19.7% | +9.7% | -29.4% | -22.5% |
| 3M | -29.6% | -2.3% | -27.3% | -29.1% |
| 6M | -33.2% | +1.3% | -34.5% | -33.8% |
| YTD | +5.7% | -8.5% | +14.1% | +7.6% |
| 1Y | +9.3% | -8.1% | +17.5% | +11.1% |
| 3Y | +158.3% | +43.4% | +114.9% | +117.6% |
| All | +158.3% | +43.8% | +114.5% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling