+1,157.1%
CAT vs TTMI
+1,044.1%
+113.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.4% |
| 7D | +2.9% | +7.5% | -4.5% | +0.5% |
| 30D | -2.6% | -4.5% | +1.9% | -1.7% |
| 3M | -10.7% | -28.5% | +17.9% | -2.7% |
| 6M | +16.1% | +28.4% | -12.2% | +4.0% |
| YTD | +43.2% | +80.1% | -36.8% | +13.5% |
| 1Y | +96.8% | +161.0% | -64.2% | +36.5% |
| 3Y | +201.4% | +862.4% | -661.1% | +32.2% |
| 5Y | +332.7% | +812.9% | -480.3% | +84.5% |
| 10Y | +1,157.1% | +1,094.7% | +62.4% | +406.9% |
| All | +1,157.1% | +1,044.1% | +113.0% | +406.9% |
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