+327.9%
CAT vs TMO
+7.0%
+320.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | -4.5% | -0.3% | -4.2% | -4.5% |
| 3M | -5.8% | +25.3% | -31.1% | -12.5% |
| 6M | +12.7% | +20.9% | -8.1% | +5.3% |
| YTD | +41.4% | +4.3% | +37.1% | +38.6% |
| 1Y | +92.1% | +27.0% | +65.0% | +75.4% |
| 3Y | +197.5% | +17.5% | +179.9% | +174.8% |
| 5Y | +327.9% | +6.9% | +321.0% | +293.5% |
| All | +327.9% | +7.0% | +320.9% | +293.5% |
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