+5.8%
CAT vs TT
-2.5%
+8.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.7% | +2.5% | +2.5% |
| 7D | -2.4% | +1.7% | -4.2% | -3.9% |
| 30D | -25.0% | -11.8% | -13.2% | -15.0% |
| 3M | -28.7% | -12.6% | -16.1% | -18.5% |
| 6M | -33.0% | -9.4% | -23.6% | -25.4% |
| YTD | +5.4% | +8.8% | -3.4% | +2.5% |
| All | +5.8% | -2.5% | +8.3% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling