+677.7%
CAT vs TRV
+353.1%
+324.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.1% |
| 7D | -6.3% | +1.4% | -7.7% | -7.0% |
| 30D | -26.8% | +8.7% | -35.5% | -29.9% |
| 3M | -30.0% | +7.1% | -37.1% | -32.7% |
| 6M | -34.6% | +35.5% | -70.1% | -44.6% |
| YTD | +2.9% | +39.7% | -36.8% | -14.5% |
| 1Y | +3.3% | +44.1% | -40.8% | -15.7% |
| 3Y | +153.7% | +148.1% | +5.6% | +49.2% |
| 5Y | +207.3% | +178.6% | +28.7% | +67.0% |
| All | +677.7% | +353.1% | +324.6% | +220.7% |
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