+1,114.3%
CAT vs TTD
+401.9%
+712.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.1% |
| 7D | +1.7% | +6.3% | -4.6% | +1.1% |
| 30D | -6.6% | -23.9% | +17.3% | -4.5% |
| 3M | -13.3% | -31.4% | +18.1% | -10.8% |
| 6M | +11.6% | -42.7% | +54.3% | +15.8% |
| YTD | +42.9% | -62.0% | +104.9% | +54.4% |
| 1Y | +95.4% | -72.2% | +167.6% | +117.4% |
| 3Y | +196.6% | -81.9% | +278.5% | +231.7% |
| 5Y | +321.7% | -81.5% | +403.2% | +347.5% |
| All | +1,114.3% | +401.9% | +712.4% | +803.7% |
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