+332.7%
CAT vs TNA
-22.1%
+354.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.4% |
| 7D | +2.9% | -3.6% | +6.5% | +4.0% |
| 30D | -2.6% | -10.1% | +7.4% | +0.4% |
| 3M | -10.7% | +2.7% | -13.4% | -11.4% |
| 6M | +16.1% | +38.4% | -22.3% | +5.1% |
| YTD | +43.2% | +45.4% | -2.2% | +27.7% |
| 1Y | +96.8% | +55.9% | +40.9% | +70.6% |
| 3Y | +201.4% | +109.8% | +91.5% | +123.9% |
| 5Y | +332.7% | -22.5% | +355.2% | +259.7% |
| All | +332.7% | -22.1% | +354.8% | +259.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling