+207.3%
CAT vs TLT
-35.9%
+243.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.5% |
| 7D | -6.3% | -0.3% | -6.0% | -6.3% |
| 30D | -26.8% | +3.7% | -30.5% | -26.7% |
| 3M | -30.0% | -0.7% | -29.4% | -30.0% |
| 6M | -34.6% | -4.2% | -30.4% | -34.7% |
| YTD | +2.9% | -4.0% | +6.9% | +2.8% |
| 1Y | +3.3% | -5.8% | +9.1% | +3.0% |
| 3Y | +153.7% | +4.1% | +149.6% | +155.5% |
| 5Y | +207.3% | -34.8% | +242.1% | +157.2% |
| All | +207.3% | -35.9% | +243.2% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling