+143.9%
CAT vs TTD
-83.7%
+227.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -10.3% | +5.2% | -15.5% | -10.6% |
| 30D | -31.2% | +6.9% | -38.1% | -31.6% |
| 3M | -34.7% | -26.8% | -7.8% | -33.4% |
| 6M | -39.5% | -46.1% | +6.7% | -36.9% |
| YTD | -1.7% | -65.9% | +64.3% | +7.9% |
| 1Y | -1.1% | -71.8% | +70.7% | +11.1% |
| 3Y | +143.9% | -83.3% | +227.2% | +170.5% |
| All | +143.9% | -83.7% | +227.6% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling