+178.3%
CAT vs TLN
+710.8%
-532.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.2% |
| 7D | +7.4% | +11.0% | -3.6% | +5.0% |
| 30D | -19.7% | +4.9% | -24.6% | -20.6% |
| 3M | -29.6% | +4.9% | -34.5% | -30.7% |
| 6M | -33.2% | +7.1% | -40.3% | -34.5% |
| YTD | +5.7% | +0.3% | +5.3% | +3.8% |
| 1Y | +9.3% | +5.9% | +3.4% | +6.4% |
| 3Y | +158.3% | +578.5% | -420.1% | +80.7% |
| All | +178.3% | +710.8% | -532.5% | +90.1% |
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