+1,134.9%
CAT vs TMF
-86.8%
+1,221.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.8% |
| 7D | +1.7% | -1.4% | +3.1% | +1.5% |
| 30D | -6.6% | -2.8% | -3.7% | -6.9% |
| 3M | -13.3% | -10.9% | -2.4% | -14.7% |
| 6M | +11.6% | -21.3% | +32.9% | +7.7% |
| YTD | +42.9% | -15.9% | +58.8% | +39.5% |
| 1Y | +95.4% | -15.7% | +111.2% | +91.1% |
| 3Y | +196.6% | -43.4% | +239.9% | +175.6% |
| 5Y | +321.7% | -87.8% | +409.4% | +177.7% |
| All | +1,134.9% | -86.8% | +1,221.7% | +960.9% |
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