+79.3%
CAT vs TEM
+90.1%
-10.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.2% |
| 7D | -10.3% | +5.3% | -15.6% | -10.7% |
| 30D | -31.2% | +8.1% | -39.3% | -31.8% |
| 3M | -34.7% | +64.9% | -99.6% | -38.1% |
| 6M | -39.5% | +42.1% | -81.6% | -42.2% |
| YTD | -1.7% | +28.8% | -30.4% | -5.8% |
| 1Y | -1.1% | +5.5% | -6.6% | -3.7% |
| All | +79.3% | +90.1% | -10.9% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling