-38.5%
CAT vs TSLL
-38.5%
-0.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -21.9% | +15.5% | -2.5% |
| 7D | -14.5% | -28.9% | +14.4% | -9.6% |
| 30D | -35.7% | -21.4% | -14.3% | -33.2% |
| 3M | -36.3% | +5.0% | -41.3% | -37.4% |
| 6M | -38.5% | -36.6% | -2.0% | -35.9% |
| All | -38.5% | -38.5% | -0.1% | -35.9% |
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 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