+700.3%
CAT vs TLT
-12.1%
+712.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.7% | -1.0% | +2.8% | +1.3% |
| 30D | -24.6% | +4.1% | -28.7% | -23.2% |
| 3M | -28.5% | -0.4% | -28.1% | -28.5% |
| 6M | -34.8% | -3.2% | -31.7% | -35.7% |
| YTD | +5.9% | -3.5% | +9.4% | +4.3% |
| 1Y | +6.8% | -5.8% | +12.7% | +4.0% |
| 3Y | +161.1% | +4.6% | +156.5% | +169.7% |
| 5Y | +213.4% | -34.4% | +247.8% | +126.9% |
| 10Y | +700.3% | -11.4% | +711.8% | +669.9% |
| All | +700.3% | -12.1% | +712.4% | +669.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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