-38.5%
CAT vs TT
-19.6%
-18.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -1.5% |
| 7D | -14.5% | -9.0% | -5.5% | -5.2% |
| 30D | -35.7% | -17.6% | -18.1% | -20.5% |
| 3M | -36.3% | -18.7% | -17.6% | -19.9% |
| 6M | -38.5% | -17.4% | -21.1% | -23.3% |
| All | -38.5% | -19.6% | -18.9% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling