-38.5%
CAT vs TMF
-10.5%
-28.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -6.9% | -6.4% |
| 7D | -14.5% | +2.7% | -17.2% | -14.6% |
| 30D | -35.7% | +19.3% | -55.0% | -38.0% |
| 3M | -36.3% | -3.7% | -32.6% | -33.6% |
| 6M | -38.5% | -11.3% | -27.2% | -33.5% |
| All | -38.5% | -10.5% | -28.0% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling