+265.7%
TSM vs CAT
+210.5%
+55.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.2% |
| 7D | +6.2% | +7.4% | -1.2% | +2.1% |
| 30D | -7.3% | -19.7% | +12.4% | +4.0% |
| 3M | -7.1% | -29.6% | +22.5% | +11.5% |
| 6M | +0.2% | -33.2% | +33.4% | +23.8% |
| YTD | +32.2% | +5.7% | +26.6% | +28.7% |
| 1Y | +42.8% | +9.3% | +33.4% | +36.7% |
| 3Y | +330.4% | +158.3% | +172.1% | +173.0% |
| All | +265.7% | +210.5% | +55.2% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling