+37.6%
TSM vs CAT
+3.7%
+33.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +3.6% |
| 7D | -2.1% | -6.3% | +4.3% | +2.1% |
| 30D | -12.5% | -26.8% | +14.3% | +6.2% |
| 3M | -5.0% | -30.0% | +25.0% | +18.5% |
| 6M | -3.2% | -34.6% | +31.4% | +26.1% |
| YTD | +31.5% | +2.9% | +28.6% | +23.8% |
| All | +37.6% | +3.7% | +33.9% | +29.0% |
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