+8.9%
CAT vs TMF
-23.9%
+32.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -5.5% |
| 7D | -17.1% | +4.0% | -21.1% | -17.5% |
| 30D | -30.1% | +19.5% | -49.6% | -32.4% |
| 3M | -32.4% | -3.5% | -28.8% | -31.2% |
| 6M | -32.1% | -10.6% | -21.5% | -29.5% |
| YTD | +4.1% | -17.1% | +21.2% | +9.0% |
| 1Y | +8.9% | -24.3% | +33.2% | +15.7% |
| All | +8.9% | -23.9% | +32.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling