+201.5%
CAT vs TMF
-42.2%
+243.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +1.7% | -1.4% | +3.1% | +1.8% |
| 30D | -6.6% | -2.8% | -3.7% | -6.4% |
| 3M | -13.3% | -10.9% | -2.4% | -12.7% |
| 6M | +11.6% | -21.3% | +32.9% | +13.0% |
| YTD | +42.9% | -15.9% | +58.8% | +44.3% |
| 1Y | +95.4% | -15.7% | +111.2% | +96.8% |
| All | +201.5% | -42.2% | +243.7% | +198.3% |
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