+8.9%
CAT vs TMO
+26.9%
-18.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.4% | -5.3% |
| 7D | -17.1% | +0.3% | -17.4% | -17.1% |
| 30D | -30.1% | +4.3% | -34.5% | -30.2% |
| 3M | -32.4% | +25.1% | -57.5% | -33.2% |
| 6M | -32.1% | +52.9% | -85.0% | -35.3% |
| YTD | +4.1% | +22.2% | -18.1% | +5.6% |
| 1Y | +8.9% | +25.4% | -16.5% | +9.0% |
| All | +8.9% | +26.9% | -18.0% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling