+3.3%
CAT vs TTD
-65.0%
+68.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -2.1% |
| 7D | -6.3% | +19.9% | -26.2% | -5.0% |
| 30D | -26.8% | +27.6% | -54.4% | -25.1% |
| 3M | -30.0% | +15.2% | -45.2% | -29.0% |
| 6M | -34.6% | -33.2% | -1.4% | -36.5% |
| YTD | +2.9% | -59.4% | +62.3% | +3.4% |
| 1Y | +3.3% | -64.4% | +67.6% | +6.2% |
| All | +3.3% | -65.0% | +68.3% | +6.2% |
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