+1,123.7%
CAT vs TNA
+84.1%
+1,039.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.4% |
| 7D | +0.6% | -7.6% | +8.2% | +3.0% |
| 30D | -4.5% | -13.6% | +9.1% | -0.3% |
| 3M | -5.8% | +2.8% | -8.6% | -6.7% |
| 6M | +12.7% | +34.5% | -21.8% | +2.5% |
| YTD | +41.4% | +41.0% | +0.3% | +26.6% |
| 1Y | +92.1% | +52.0% | +40.0% | +66.6% |
| 3Y | +197.5% | +103.5% | +94.0% | +117.3% |
| 5Y | +327.9% | -22.5% | +350.5% | +267.2% |
| All | +1,123.7% | +84.1% | +1,039.6% | +521.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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