+695.3%
CAT vs TTMI
+408.9%
+286.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.6% |
| 7D | +9.3% | +22.6% | -13.3% | +2.3% |
| 30D | -21.5% | -34.3% | +12.8% | -12.8% |
| 3M | -29.1% | -44.8% | +15.7% | -17.7% |
| 6M | -33.4% | -53.3% | +19.9% | -19.9% |
| YTD | +6.6% | +10.6% | -4.0% | -5.4% |
| 1Y | +6.5% | +8.2% | -1.7% | -5.9% |
| 3Y | +162.7% | +435.7% | -273.0% | +30.5% |
| 5Y | +214.2% | +434.2% | -220.0% | +48.7% |
| All | +695.3% | +408.9% | +286.4% | +249.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling