+19,212.2%
CAT vs TFC
+2,504.6%
+16,707.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | -21.5% | +8.6% | -30.1% | -24.3% |
| 3M | -29.1% | -4.3% | -24.7% | -28.0% |
| 6M | -33.4% | +5.4% | -38.8% | -35.3% |
| YTD | +6.6% | +4.5% | +2.0% | +3.9% |
| 1Y | +6.5% | +14.0% | -7.5% | +0.3% |
| 3Y | +162.7% | +93.4% | +69.3% | +98.4% |
| 5Y | +214.2% | +0.5% | +213.8% | +198.1% |
| 10Y | +705.2% | +77.7% | +627.5% | +487.5% |
| All | +19,212.2% | +2,504.6% | +16,707.6% | +8,374.2% |
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