+218.0%
CAT vs TSLL
-62.0%
+280.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -21.9% | +15.5% | -4.3% |
| 7D | -14.5% | -28.9% | +14.4% | -11.8% |
| 30D | -35.7% | -21.4% | -14.3% | -34.4% |
| 3M | -36.3% | +5.0% | -41.3% | -37.0% |
| 6M | -38.5% | -36.6% | -2.0% | -37.1% |
| YTD | -2.5% | -56.6% | +54.1% | +2.3% |
| 1Y | -1.9% | -60.9% | +59.0% | +3.4% |
| 3Y | +139.2% | -25.2% | +164.4% | +119.0% |
| All | +218.0% | -62.0% | +280.0% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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