+1,134.9%
CAT vs TLT
-21.2%
+1,156.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.8% |
| 7D | +1.7% | -0.4% | +2.1% | +1.5% |
| 30D | -6.6% | -0.6% | -6.0% | -6.7% |
| 3M | -13.3% | -2.7% | -10.6% | -14.4% |
| 6M | +11.6% | -5.6% | +17.2% | +8.6% |
| YTD | +42.9% | -2.8% | +45.7% | +41.1% |
| 1Y | +95.4% | -1.4% | +96.9% | +94.2% |
| 3Y | +196.6% | -1.6% | +198.2% | +193.3% |
| 5Y | +321.7% | -33.8% | +355.5% | +207.4% |
| All | +1,134.9% | -21.2% | +1,156.1% | +1,110.3% |
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