+398.9%
CAT vs TW
+287.8%
+111.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +7.1% |
| 7D | -2.4% | +3.4% | -5.8% | -2.9% |
| 30D | -25.0% | +15.5% | -40.5% | -26.8% |
| 3M | -28.7% | +25.1% | -53.9% | -31.4% |
| 6M | -33.0% | +18.2% | -51.2% | -35.2% |
| YTD | +5.4% | +19.7% | -14.3% | +1.0% |
| 1Y | +7.3% | +18.1% | -10.9% | +3.0% |
| 3Y | +166.0% | +40.5% | +125.5% | +141.1% |
| 5Y | +210.1% | +37.1% | +173.0% | +176.1% |
| All | +398.9% | +287.8% | +111.1% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling