+337.7%
TSM vs CAT
+163.6%
+174.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.3% |
| 7D | +14.8% | +9.3% | +5.5% | +8.5% |
| 30D | -8.9% | -21.5% | +12.6% | +5.4% |
| 3M | -5.3% | -29.1% | +23.8% | +16.4% |
| 6M | +2.6% | -33.4% | +35.9% | +30.7% |
| YTD | +34.5% | +6.6% | +27.9% | +27.7% |
| 1Y | +41.0% | +6.5% | +34.5% | +33.9% |
| All | +337.7% | +163.6% | +174.1% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling