+332.7%
CAT vs TDG
+131.7%
+201.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | +2.9% | -2.4% | +5.4% | +4.0% |
| 30D | -2.6% | -8.0% | +5.4% | +0.8% |
| 3M | -10.7% | -10.5% | -0.2% | -6.5% |
| 6M | +16.1% | -11.9% | +28.1% | +21.7% |
| YTD | +43.2% | -15.4% | +58.6% | +51.9% |
| 1Y | +96.8% | -14.2% | +111.0% | +106.6% |
| 3Y | +201.4% | +51.0% | +150.3% | +135.0% |
| 5Y | +332.7% | +126.5% | +206.2% | +170.6% |
| All | +332.7% | +131.7% | +201.0% | +170.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling