+276.5%
CAT vs TLN
+583.6%
-307.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.0% | +0.9% |
| 7D | +1.7% | +7.1% | -5.3% | +0.3% |
| 30D | -6.6% | -3.9% | -2.7% | -5.9% |
| 3M | -13.3% | -16.2% | +2.9% | -10.3% |
| 6M | +11.6% | -5.8% | +17.4% | +12.7% |
| YTD | +42.9% | -15.4% | +58.4% | +46.2% |
| 1Y | +95.4% | -16.7% | +112.1% | +99.9% |
| 3Y | +196.6% | +473.8% | -277.2% | +116.2% |
| All | +276.5% | +583.6% | -307.1% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling