+214.2%
CAT vs TTD
-83.5%
+297.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.9% |
| 7D | +9.3% | +20.8% | -11.4% | +7.6% |
| 30D | -21.5% | +27.1% | -48.6% | -23.1% |
| 3M | -29.1% | +14.7% | -43.8% | -30.1% |
| 6M | -33.4% | -26.8% | -6.5% | -32.2% |
| YTD | +6.6% | -59.2% | +65.8% | +14.3% |
| 1Y | +6.5% | -64.7% | +71.2% | +16.0% |
| 3Y | +162.7% | -75.8% | +238.5% | +185.9% |
| 5Y | +214.2% | -84.6% | +298.8% | +230.5% |
| All | +214.2% | -83.5% | +297.7% | +230.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling