+36.0%
TSM vs CAT
+5.5%
+30.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | +1.0% |
| 7D | -10.0% | -17.1% | +7.2% | +0.8% |
| 30D | -18.5% | -30.1% | +11.6% | +1.5% |
| 3M | -4.9% | -32.4% | +27.5% | +20.9% |
| 6M | -1.0% | -32.1% | +31.2% | +25.7% |
| YTD | +31.3% | +4.1% | +27.2% | +23.7% |
| 1Y | +36.0% | +8.9% | +27.1% | +23.8% |
| All | +36.0% | +5.5% | +30.5% | +23.8% |
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