+677.7%
CAT vs TFC
+81.3%
+596.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -6.3% | +1.7% | -8.0% | -7.1% |
| 30D | -26.8% | +9.0% | -35.8% | -30.1% |
| 3M | -30.0% | -2.1% | -27.9% | -29.6% |
| 6M | -34.6% | +3.4% | -37.9% | -36.3% |
| YTD | +2.9% | +5.3% | -2.4% | -0.7% |
| 1Y | +3.3% | +16.2% | -12.9% | -5.2% |
| 3Y | +153.7% | +94.8% | +58.9% | +77.7% |
| 5Y | +207.3% | -0.7% | +208.0% | +190.7% |
| All | +677.7% | +81.3% | +596.4% | +438.4% |
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