+365.4%
CAT vs TW
+286.2%
+79.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -10.3% | +4.2% | -14.5% | -10.9% |
| 30D | -31.2% | +18.9% | -50.1% | -33.1% |
| 3M | -34.7% | +23.8% | -58.4% | -37.0% |
| 6M | -39.5% | +17.0% | -56.5% | -41.4% |
| YTD | -1.7% | +19.2% | -20.9% | -5.8% |
| 1Y | -1.1% | +20.1% | -21.2% | -5.4% |
| 3Y | +143.9% | +40.5% | +103.4% | +120.9% |
| 5Y | +194.8% | +38.0% | +156.7% | +161.9% |
| All | +365.4% | +286.2% | +79.2% | +230.0% |
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