+213.9%
CAT vs TMF
-88.6%
+302.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.9% |
| 7D | +7.4% | -9.3% | +16.7% | +7.3% |
| 30D | -19.7% | +1.9% | -21.6% | -19.7% |
| 3M | -29.6% | -11.2% | -18.4% | -29.7% |
| 6M | -33.2% | -17.7% | -15.5% | -33.3% |
| YTD | +5.7% | -24.5% | +30.1% | +5.3% |
| 1Y | +9.3% | -29.4% | +38.8% | +8.8% |
| 3Y | +158.3% | -33.4% | +191.8% | +157.6% |
| All | +213.9% | -88.6% | +302.5% | +156.4% |
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