+534.9%
CAT vs TE
-53.0%
+587.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +1.7% | -4.0% | +5.7% | +2.0% |
| 30D | -6.6% | -15.9% | +9.3% | -5.4% |
| 3M | -13.3% | -60.5% | +47.3% | -7.3% |
| 6M | +11.6% | -35.2% | +46.8% | +13.0% |
| YTD | +42.9% | -31.1% | +74.1% | +42.8% |
| 1Y | +95.4% | +148.6% | -53.2% | +71.0% |
| 3Y | +196.6% | -26.4% | +223.0% | +163.1% |
| 5Y | +321.7% | -48.0% | +369.7% | +277.1% |
| All | +534.9% | -53.0% | +587.8% | +488.8% |
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