+5.8%
CAT vs TMF
-22.6%
+28.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | -25.0% | +16.3% | -41.3% | -27.2% |
| 3M | -28.7% | -2.7% | -26.0% | -27.5% |
| 6M | -33.0% | -13.2% | -19.8% | -29.7% |
| YTD | +5.4% | -16.7% | +22.1% | +10.7% |
| All | +5.8% | -22.6% | +28.4% | +15.0% |
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