+333.5%
CAT vs TDY
+34.0%
+299.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.1% |
| 7D | +2.9% | -1.8% | +4.8% | +4.1% |
| 30D | -2.6% | -13.8% | +11.1% | +6.4% |
| 3M | -10.7% | -3.9% | -6.8% | -8.1% |
| 6M | +16.1% | -9.0% | +25.1% | +23.2% |
| YTD | +43.2% | +16.5% | +26.7% | +32.8% |
| 1Y | +96.8% | +9.3% | +87.6% | +88.4% |
| 3Y | +201.4% | +45.1% | +156.3% | +146.0% |
| All | +333.5% | +34.0% | +299.5% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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