+1,144.3%
CAT vs TMO
+338.2%
+806.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -4.3% | +1.1% | -5.5% | -4.8% |
| 3M | -8.6% | +28.3% | -37.0% | -17.5% |
| 6M | +16.1% | +23.3% | -7.1% | +5.6% |
| YTD | +43.8% | +5.5% | +38.3% | +39.0% |
| 1Y | +91.5% | +24.5% | +66.9% | +72.2% |
| 3Y | +202.7% | +19.6% | +183.1% | +172.3% |
| 5Y | +335.1% | +8.1% | +327.0% | +295.6% |
| All | +1,144.3% | +338.2% | +806.1% | +445.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling