+1,157.1%
CAT vs TRV
+288.8%
+868.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +2.9% | +0.2% | +2.8% | +2.8% |
| 30D | -2.6% | -2.3% | -0.3% | -1.6% |
| 3M | -10.7% | +22.7% | -33.4% | -20.1% |
| 6M | +16.1% | +21.9% | -5.8% | +3.9% |
| YTD | +43.2% | +27.5% | +15.8% | +25.0% |
| 1Y | +96.8% | +36.2% | +60.6% | +65.2% |
| 3Y | +201.4% | +140.6% | +60.8% | +79.7% |
| 5Y | +332.7% | +154.5% | +178.2% | +147.2% |
| 10Y | +1,157.1% | +295.4% | +861.7% | +465.7% |
| All | +1,157.1% | +288.8% | +868.3% | +465.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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