+153.7%
CAT vs TT
+94.9%
+58.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -6.3% | +0.8% | -7.1% | -6.7% |
| 30D | -26.8% | -11.8% | -15.0% | -20.1% |
| 3M | -30.0% | -11.6% | -18.5% | -23.7% |
| 6M | -34.6% | -9.3% | -25.3% | -29.3% |
| YTD | +2.9% | +8.9% | -6.0% | +1.2% |
| 1Y | +3.3% | -2.2% | +5.5% | +7.1% |
| 3Y | +153.7% | +91.9% | +61.8% | +93.4% |
| All | +153.7% | +94.9% | +58.8% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling