+725.3%
CAT vs TFC
+90.2%
+635.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.4% |
| 7D | -10.3% | +1.2% | -11.5% | -11.0% |
| 30D | -31.2% | +8.3% | -39.5% | -34.1% |
| 3M | -34.7% | -5.2% | -29.5% | -33.2% |
| 6M | -39.5% | -0.8% | -38.7% | -39.9% |
| YTD | -1.7% | +3.4% | -5.1% | -4.4% |
| 1Y | -1.1% | +17.0% | -18.1% | -9.7% |
| 3Y | +143.9% | +86.2% | +57.7% | +74.3% |
| 5Y | +194.8% | -2.3% | +197.1% | +181.0% |
| All | +725.3% | +90.2% | +635.2% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling