+368.2%
CAT vs TE
-76.6%
+444.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.0% | +10.2% | +7.5% |
| 7D | -2.4% | -10.5% | +8.1% | -1.5% |
| 30D | -25.0% | -32.4% | +7.4% | -22.7% |
| 3M | -28.7% | -60.9% | +32.1% | -23.2% |
| 6M | -33.0% | -62.8% | +29.8% | -28.5% |
| YTD | +5.4% | -65.7% | +71.1% | +11.3% |
| 1Y | +7.3% | -39.9% | +47.2% | +7.2% |
| 3Y | +166.0% | +10.6% | +155.4% | +127.6% |
| 5Y | +210.1% | -79.7% | +289.8% | +195.7% |
| All | +368.2% | -76.6% | +444.8% | +359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling