+5,891.8%
CAT vs TTMI
+220.0%
+5,671.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.9% | -6.0% | -0.5% |
| 7D | -10.3% | -19.8% | +9.5% | -6.4% |
| 30D | -31.2% | -48.1% | +16.9% | -22.6% |
| 3M | -34.7% | -51.2% | +16.6% | -25.9% |
| 6M | -39.5% | -59.6% | +20.1% | -29.3% |
| YTD | -1.7% | -3.6% | +2.0% | -5.1% |
| 1Y | -1.1% | -2.3% | +1.2% | -5.4% |
| 3Y | +143.9% | +369.4% | -225.5% | +67.5% |
| 5Y | +194.8% | +365.4% | -170.6% | +98.4% |
| 10Y | +739.8% | +413.2% | +326.6% | +437.0% |
| All | +5,891.8% | +220.0% | +5,671.8% | +2,819.4% |
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