+536.1%
CAT vs TE
-49.8%
+585.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.1% | -0.6% |
| 7D | +2.9% | +15.0% | -12.0% | +1.6% |
| 30D | -2.6% | -7.5% | +4.9% | -2.2% |
| 3M | -10.7% | -42.0% | +31.3% | -7.3% |
| 6M | +16.1% | -31.4% | +47.6% | +17.0% |
| YTD | +43.2% | -26.5% | +69.7% | +42.2% |
| 1Y | +96.8% | +153.1% | -56.3% | +71.9% |
| 3Y | +201.4% | -20.7% | +222.0% | +165.5% |
| 5Y | +332.7% | -45.4% | +378.1% | +284.9% |
| All | +536.1% | -49.8% | +585.9% | +486.4% |
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