+674.0%
CAT vs TTD
+545.2%
+128.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -2.7% |
| 7D | -6.3% | +19.9% | -26.2% | -7.9% |
| 30D | -26.8% | +27.6% | -54.4% | -28.5% |
| 3M | -30.0% | +15.2% | -45.2% | -31.2% |
| 6M | -34.6% | -33.2% | -1.4% | -32.9% |
| YTD | +2.9% | -59.4% | +62.3% | +10.2% |
| 1Y | +3.3% | -64.4% | +67.6% | +12.1% |
| 3Y | +153.7% | -75.9% | +229.6% | +176.3% |
| 5Y | +207.3% | -82.6% | +289.9% | +229.5% |
| 10Y | +674.0% | +558.1% | +115.9% | +482.1% |
| All | +674.0% | +545.2% | +128.8% | +482.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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