+143.9%
CAT vs TMF
-25.3%
+169.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -10.3% | +1.2% | -11.5% | -10.3% |
| 30D | -31.2% | +19.7% | -50.9% | -31.7% |
| 3M | -34.7% | -2.1% | -32.6% | -34.5% |
| 6M | -39.5% | -13.4% | -26.0% | -39.1% |
| YTD | -1.7% | -16.7% | +15.1% | -0.9% |
| 1Y | -1.1% | -23.3% | +22.2% | -0.3% |
| 3Y | +143.9% | -24.8% | +168.7% | +140.5% |
| All | +143.9% | -25.3% | +169.2% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling