+577.8%
CAT vs TW
+211.2%
+366.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +2.9% | -0.5% | +3.5% | +3.0% |
| 30D | -2.6% | -0.6% | -2.0% | -2.6% |
| 3M | -10.7% | +3.4% | -14.1% | -11.8% |
| 6M | +16.1% | -18.4% | +34.6% | +19.9% |
| YTD | +43.2% | -3.9% | +47.1% | +42.3% |
| 1Y | +96.8% | -13.3% | +110.2% | +99.8% |
| 3Y | +201.4% | +20.8% | +180.5% | +178.3% |
| 5Y | +332.7% | +20.3% | +312.4% | +290.3% |
| All | +577.8% | +211.2% | +366.6% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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