+8.9%
CAT vs TTMI
+9.6%
-0.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -10.1% | +4.9% | -2.4% |
| 7D | -17.1% | -19.2% | +2.1% | -12.1% |
| 30D | -30.1% | -44.9% | +14.8% | -18.9% |
| 3M | -32.4% | -44.7% | +12.4% | -22.2% |
| 6M | -32.1% | -53.4% | +21.3% | -18.9% |
| YTD | +4.1% | +6.3% | -2.3% | +1.5% |
| 1Y | +8.9% | +10.7% | -1.8% | +5.3% |
| All | +8.9% | +9.6% | -0.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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