+84.4%
TSM vs CAT
+97.5%
-13.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +1.8% |
| 7D | +2.7% | +1.7% | +1.0% | +1.7% |
| 30D | +3.6% | -6.6% | +10.2% | +7.8% |
| 3M | -3.4% | -13.3% | +9.9% | +5.1% |
| 6M | +20.6% | +11.6% | +9.0% | +12.4% |
| YTD | +41.9% | +42.9% | -1.1% | +16.8% |
| 1Y | +84.4% | +95.4% | -11.1% | +35.1% |
| All | +84.4% | +97.5% | -13.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 1y: compounded portfolio wealth divided by compounded CAT 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…
1y analysis · Full analysis span regression · 6 months rolling