+163.3%
CAT vs TEM
+60.7%
+102.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.1% |
| 7D | +5.6% | +3.2% | +2.3% | +5.3% |
| 30D | -2.3% | +23.5% | -25.9% | -4.5% |
| 3M | -10.0% | +32.3% | -42.3% | -12.9% |
| 6M | +21.2% | +23.0% | -1.8% | +17.4% |
| YTD | +44.4% | +8.9% | +35.6% | +41.1% |
| 1Y | +96.3% | -19.9% | +116.1% | +96.3% |
| All | +163.3% | +60.7% | +102.6% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling