+3,662.2%
CAT vs TNA
+1,004.3%
+2,657.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -6.6% | -4.9% | -1.6% | -5.1% |
| 3M | -13.3% | +0.4% | -13.7% | -13.5% |
| 6M | +11.6% | +32.5% | -20.9% | +1.4% |
| YTD | +42.9% | +53.7% | -10.8% | +23.7% |
| 1Y | +95.4% | +65.1% | +30.3% | +63.6% |
| 3Y | +196.6% | +98.4% | +98.1% | +112.8% |
| 5Y | +321.7% | -22.5% | +344.1% | +256.2% |
| 10Y | +1,140.8% | +82.5% | +1,058.3% | +487.2% |
| All | +3,662.2% | +1,004.3% | +2,657.9% | +447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling