+690.5%
CAT vs TMF
-81.0%
+771.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -3.4% | +5.1% | +1.2% |
| 30D | -24.6% | +11.5% | -36.1% | -23.2% |
| 3M | -28.5% | -4.5% | -24.0% | -28.7% |
| 6M | -34.8% | -15.0% | -19.8% | -36.2% |
| YTD | +5.9% | -19.9% | +25.8% | +2.9% |
| 1Y | +6.8% | -26.6% | +33.4% | +2.4% |
| 3Y | +161.1% | -29.8% | +190.9% | +154.6% |
| 5Y | +213.4% | -88.2% | +301.6% | +104.7% |
| All | +690.5% | -81.0% | +771.5% | +563.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling