+141.7%
CAT vs TPR
+412.6%
-271.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.1% | -13.4% | -8.1% |
| 7D | -14.5% | +13.9% | -28.3% | -17.5% |
| 30D | -35.7% | +14.9% | -50.6% | -38.3% |
| 3M | -36.3% | -15.4% | -20.9% | -33.8% |
| 6M | -38.5% | -4.5% | -34.1% | -38.9% |
| YTD | -2.5% | +6.0% | -8.5% | -6.0% |
| 1Y | -1.9% | +24.3% | -26.2% | -10.0% |
| All | +141.7% | +412.6% | -271.0% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling