+9.3%
CAT vs TSLL
-39.8%
+49.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.2% |
| 7D | +7.4% | +17.8% | -10.4% | +4.4% |
| 30D | -19.7% | +8.2% | -27.9% | -21.1% |
| 3M | -29.6% | +20.9% | -50.5% | -32.5% |
| 6M | -33.2% | -37.5% | +4.3% | -30.4% |
| YTD | +5.7% | -44.5% | +50.2% | +8.9% |
| 1Y | +9.3% | -33.0% | +42.3% | +11.9% |
| All | +9.3% | -39.8% | +49.1% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling