+1,815.4%
TSM vs CAT
+1,125.3%
+690.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | +4.8% | +2.9% | +1.8% | +3.4% |
| 30D | +4.0% | -2.6% | +6.7% | +5.3% |
| 3M | +2.0% | -10.7% | +12.7% | +7.6% |
| 6M | +25.5% | +16.1% | +9.4% | +16.8% |
| YTD | +44.0% | +43.2% | +0.8% | +21.8% |
| 1Y | +75.4% | +96.8% | -21.4% | +28.1% |
| 3Y | +406.7% | +201.4% | +205.4% | +204.6% |
| 5Y | +285.0% | +332.7% | -47.7% | +93.8% |
| 10Y | +1,815.4% | +1,157.1% | +658.3% | +565.4% |
| All | +1,815.4% | +1,125.3% | +690.1% | +565.4% |
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