+159.0%
CAT vs TLN
+630.2%
-471.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -0.7% |
| 7D | -10.3% | -1.3% | -9.0% | -10.1% |
| 30D | -31.2% | -10.5% | -20.7% | -29.6% |
| 3M | -34.7% | +0.1% | -34.8% | -34.9% |
| 6M | -39.5% | -17.4% | -22.1% | -37.7% |
| YTD | -1.7% | -9.7% | +8.0% | -1.1% |
| 1Y | -1.1% | -12.3% | +11.1% | -0.3% |
| 3Y | +143.9% | +528.3% | -384.4% | +73.8% |
| All | +159.0% | +630.2% | -471.2% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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