+9.3%
CAT vs TTD
-64.0%
+73.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.7% |
| 7D | +7.4% | +21.3% | -13.8% | +9.0% |
| 30D | -19.7% | +28.7% | -48.4% | -17.7% |
| 3M | -29.6% | +7.7% | -37.3% | -29.0% |
| 6M | -33.2% | -23.5% | -9.7% | -34.4% |
| YTD | +5.7% | -58.7% | +64.4% | +6.0% |
| 1Y | +9.3% | -63.4% | +72.8% | +11.1% |
| All | +9.3% | -64.0% | +73.3% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling