+25,808.1%
CAT vs TMO
+8,241.0%
+17,567.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +1.7% | -1.4% | +3.1% | +2.2% |
| 30D | -6.6% | +6.2% | -12.8% | -8.9% |
| 3M | -13.3% | +27.5% | -40.8% | -21.8% |
| 6M | +11.6% | +20.0% | -8.3% | +2.4% |
| YTD | +42.9% | +6.1% | +36.8% | +37.3% |
| 1Y | +95.4% | +25.8% | +69.6% | +74.8% |
| 3Y | +196.6% | +11.2% | +185.4% | +174.5% |
| 5Y | +321.7% | +9.6% | +312.1% | +282.5% |
| 10Y | +1,140.8% | +317.8% | +823.0% | +537.1% |
| All | +25,808.1% | +8,241.0% | +17,567.1% | +4,637.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling