+213.9%
CAT vs TMO
+11.6%
+202.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +7.4% | +0.8% | +6.7% | +7.2% |
| 30D | -19.7% | +4.0% | -23.7% | -20.5% |
| 3M | -29.6% | +17.6% | -47.2% | -33.0% |
| 6M | -33.2% | +57.3% | -90.5% | -42.4% |
| YTD | +5.7% | +21.2% | -15.5% | -1.0% |
| 1Y | +9.3% | +21.1% | -11.8% | +2.5% |
| 3Y | +158.3% | +58.8% | +99.5% | +118.1% |
| All | +213.9% | +11.6% | +202.3% | +173.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling