+160.6%
CAT vs TEM
+61.6%
+99.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | -6.6% | +38.4% | -44.9% | -9.7% |
| 3M | -13.3% | +23.7% | -36.9% | -15.6% |
| 6M | +11.6% | +26.0% | -14.4% | +7.8% |
| YTD | +42.9% | +9.4% | +33.5% | +39.6% |
| 1Y | +95.4% | -17.3% | +112.7% | +94.9% |
| All | +160.6% | +61.6% | +99.0% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling