+369.3%
CAT vs TE
-80.5%
+449.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | +7.4% | -19.1% | +26.5% | +9.4% |
| 30D | -19.7% | -34.1% | +14.5% | -17.0% |
| 3M | -29.6% | -60.1% | +30.5% | -24.2% |
| 6M | -33.2% | -66.0% | +32.8% | -28.1% |
| YTD | +5.7% | -71.4% | +77.1% | +13.3% |
| 1Y | +9.3% | -45.3% | +54.6% | +10.5% |
| 3Y | +158.3% | +9.1% | +149.2% | +122.6% |
| 5Y | +211.6% | -82.6% | +294.2% | +201.5% |
| All | +369.3% | -80.5% | +449.7% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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