-32.1%
CAT vs TSLL
-19.2%
-12.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.3% | +1.1% | -4.2% |
| 7D | -17.1% | -9.4% | -7.7% | -15.8% |
| 30D | -30.1% | +1.6% | -31.7% | -30.3% |
| 3M | -32.4% | +29.4% | -61.8% | -35.7% |
| 6M | -32.1% | -20.1% | -12.0% | -31.6% |
| All | -32.1% | -19.2% | -12.9% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling