+6,323.5%
CAT vs TTMI
+262.5%
+6,061.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +13.3% | -6.1% | +4.5% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | -25.0% | -37.7% | +12.7% | -18.7% |
| 3M | -28.7% | -45.1% | +16.4% | -21.1% |
| 6M | -33.0% | -52.1% | +19.1% | -24.4% |
| YTD | +5.4% | +9.2% | -3.7% | -0.9% |
| 1Y | +7.3% | +12.9% | -5.6% | -0.5% |
| 3Y | +166.0% | +445.5% | -279.4% | +77.2% |
| 5Y | +210.1% | +427.9% | -217.8% | +103.3% |
| 10Y | +712.5% | +449.9% | +262.7% | +411.0% |
| All | +6,323.5% | +262.5% | +6,061.0% | +2,950.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling