+201.7%
CAT vs TTMI
+816.8%
-615.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.1% | -1.0% |
| 7D | +1.7% | +5.9% | -4.1% | -0.1% |
| 30D | -6.6% | -4.3% | -2.3% | -5.8% |
| 3M | -13.3% | -32.0% | +18.8% | -4.3% |
| 6M | +11.6% | +19.5% | -7.8% | +2.7% |
| YTD | +42.9% | +82.0% | -39.1% | +14.8% |
| 1Y | +95.4% | +172.6% | -77.2% | +36.3% |
| All | +201.7% | +816.8% | -615.1% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling