+25,808.1%
CAT vs TFC
+2,596.5%
+23,211.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.7% | +2.4% | -0.7% | +0.7% |
| 30D | -6.6% | -1.3% | -5.3% | -6.1% |
| 3M | -13.3% | +6.1% | -19.4% | -15.7% |
| 6M | +11.6% | +7.3% | +4.3% | +8.1% |
| YTD | +42.9% | +8.2% | +34.8% | +37.9% |
| 1Y | +95.4% | +14.4% | +81.0% | +83.7% |
| 3Y | +196.6% | +93.7% | +102.9% | +123.7% |
| 5Y | +321.7% | +16.4% | +305.3% | +278.3% |
| 10Y | +1,140.8% | +101.6% | +1,039.2% | +765.7% |
| All | +25,808.1% | +2,596.5% | +23,211.6% | +11,141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling