+799.7%
CAT vs TTD
+455.8%
+343.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.6% |
| 7D | +1.7% | +20.8% | -19.0% | 0.0% |
| 30D | -24.6% | +33.8% | -58.4% | -26.6% |
| 3M | -28.5% | +17.8% | -46.3% | -29.8% |
| 6M | -34.8% | -25.7% | -9.1% | -33.7% |
| YTD | +5.9% | -57.9% | +63.8% | +13.1% |
| 1Y | +6.8% | -63.8% | +70.7% | +15.8% |
| 3Y | +161.1% | -75.0% | +236.1% | +183.4% |
| 5Y | +213.4% | -82.5% | +296.0% | +236.1% |
| 10Y | +700.3% | +527.9% | +172.4% | +480.9% |
| All | +799.7% | +455.8% | +343.9% | +561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling