+326.0%
CAT vs TMF
-87.5%
+413.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -6.6% | -2.8% | -3.7% | -6.6% |
| 3M | -13.3% | -10.9% | -2.4% | -13.5% |
| 6M | +11.6% | -21.3% | +32.9% | +11.0% |
| YTD | +42.9% | -15.9% | +58.8% | +42.5% |
| 1Y | +95.4% | -15.7% | +111.2% | +94.8% |
| 3Y | +196.6% | -43.4% | +239.9% | +189.8% |
| All | +326.0% | -87.5% | +413.5% | +245.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling