+326.0%
CAT vs TW
+23.1%
+302.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | +1.7% | -2.3% | +4.0% | +1.9% |
| 30D | -6.6% | +3.9% | -10.5% | -6.9% |
| 3M | -13.3% | +5.7% | -19.0% | -14.1% |
| 6M | +11.6% | -14.5% | +26.1% | +14.0% |
| YTD | +42.9% | -0.9% | +43.8% | +41.9% |
| 1Y | +95.4% | -13.5% | +108.9% | +99.0% |
| 3Y | +196.6% | +25.0% | +171.6% | +175.5% |
| All | +326.0% | +23.1% | +302.8% | +258.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling