+6,210.0%
CAT vs TDY
+7,137.3%
-927.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | +1.7% | -1.8% | +3.5% | +2.3% |
| 30D | -6.6% | -10.7% | +4.1% | -3.1% |
| 3M | -13.3% | -1.3% | -12.0% | -12.7% |
| 6M | +11.6% | -10.6% | +22.2% | +16.1% |
| YTD | +42.9% | +19.6% | +23.4% | +35.7% |
| 1Y | +95.4% | +11.6% | +83.8% | +89.4% |
| 3Y | +196.6% | +45.2% | +151.4% | +164.2% |
| 5Y | +321.7% | +36.1% | +285.6% | +281.0% |
| 10Y | +1,140.8% | +458.8% | +681.9% | +648.2% |
| All | +6,210.0% | +7,137.3% | -927.4% | +2,507.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling