+688.6%
CAT vs TT
+725.1%
-36.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | +0.1% |
| 7D | +7.4% | +4.0% | +3.4% | +4.9% |
| 30D | -19.7% | -11.3% | -8.4% | -13.0% |
| 3M | -29.6% | -12.3% | -17.3% | -23.2% |
| 6M | -33.2% | -10.8% | -22.4% | -27.5% |
| YTD | +5.7% | +8.2% | -2.5% | +2.4% |
| 1Y | +9.3% | +1.5% | +7.9% | +10.1% |
| 3Y | +158.3% | +91.5% | +66.9% | +72.1% |
| 5Y | +211.6% | +130.2% | +81.4% | +79.5% |
| All | +688.6% | +725.1% | -36.5% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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