+688.6%
CAT vs TPR
+364.3%
+324.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +7.4% | -0.3% | +7.7% | +7.6% |
| 30D | -19.7% | +15.1% | -34.8% | -23.6% |
| 3M | -29.6% | +3.5% | -33.1% | -30.9% |
| 6M | -33.2% | +0.4% | -33.6% | -34.7% |
| YTD | +5.7% | +4.6% | +1.1% | +1.6% |
| 1Y | +9.3% | +33.1% | -23.8% | -2.7% |
| 3Y | +158.3% | +396.0% | -237.7% | +44.7% |
| 5Y | +211.6% | +230.3% | -18.7% | +91.4% |
| All | +688.6% | +364.3% | +324.3% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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