+1,410.4%
TSM vs CAT
+725.4%
+685.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.9% |
| 7D | -7.6% | -10.3% | +2.7% | -2.4% |
| 30D | -20.5% | -31.2% | +10.7% | -5.0% |
| 3M | -10.0% | -34.7% | +24.7% | +10.1% |
| 6M | -10.1% | -39.5% | +29.4% | +14.0% |
| YTD | +24.5% | -1.7% | +26.2% | +25.9% |
| 1Y | +31.2% | -1.1% | +32.3% | +32.3% |
| 3Y | +322.0% | +143.9% | +178.1% | +184.1% |
| 5Y | +245.3% | +194.8% | +50.5% | +108.8% |
| All | +1,410.4% | +725.4% | +685.0% | +593.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling