+6.8%
CAT vs TEM
+10.9%
-4.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.1% |
| 7D | +1.7% | +5.1% | -3.3% | +1.2% |
| 30D | -24.6% | +16.8% | -41.4% | -25.7% |
| 3M | -28.5% | +42.6% | -71.1% | -31.4% |
| 6M | -34.8% | +63.9% | -98.7% | -39.6% |
| YTD | +5.9% | +34.5% | -28.6% | -0.3% |
| 1Y | +6.8% | +11.0% | -4.2% | +7.1% |
| All | +6.8% | +10.9% | -4.1% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling