+220.9%
CAT vs TSLL
-58.7%
+279.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.6% | -7.7% | +0.1% |
| 7D | -10.3% | -21.2% | +10.9% | -8.4% |
| 30D | -31.2% | -13.3% | -17.9% | -30.4% |
| 3M | -34.7% | +15.4% | -50.0% | -35.9% |
| 6M | -39.5% | -34.2% | -5.2% | -38.3% |
| YTD | -1.7% | -52.9% | +51.2% | +2.4% |
| 1Y | -1.1% | -54.3% | +53.2% | +2.8% |
| 3Y | +143.9% | -18.4% | +162.2% | +121.4% |
| All | +220.9% | -58.7% | +279.6% | +231.9% |
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