-38.5%
CAT vs TER
-38.4%
-0.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.9% | -0.3% |
| 7D | -14.5% | -28.2% | +13.7% | -2.8% |
| 30D | -35.7% | -50.6% | +14.8% | -15.8% |
| 3M | -36.3% | -45.3% | +9.1% | -20.4% |
| 6M | -38.5% | -40.4% | +1.8% | -27.6% |
| All | -38.5% | -38.4% | -0.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 6mo: compounded portfolio wealth divided by compounded TER 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…
6mo analysis · Full analysis span regression · 6 months rolling