+207.3%
CAT vs TMF
-88.9%
+296.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.5% |
| 7D | -6.3% | -1.1% | -5.3% | -6.3% |
| 30D | -26.8% | +11.8% | -38.6% | -26.7% |
| 3M | -30.0% | -4.0% | -26.0% | -30.0% |
| 6M | -34.6% | -16.5% | -18.1% | -34.7% |
| YTD | +2.9% | -19.9% | +22.8% | +2.7% |
| 1Y | +3.3% | -25.6% | +28.8% | +2.8% |
| 3Y | +153.7% | -29.9% | +183.6% | +153.2% |
| 5Y | +207.3% | -88.2% | +295.5% | +149.2% |
| All | +207.3% | -88.9% | +296.1% | +149.2% |
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