+273.1%
TSM vs CAT
+322.3%
-49.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +1.9% |
| 7D | +2.7% | +1.7% | +1.0% | +1.8% |
| 30D | +3.6% | -6.6% | +10.2% | +7.3% |
| 3M | -3.4% | -13.3% | +9.9% | +4.1% |
| 6M | +20.6% | +11.6% | +9.0% | +13.6% |
| YTD | +41.9% | +42.9% | -1.1% | +18.0% |
| 1Y | +84.4% | +95.4% | -11.1% | +30.9% |
| 3Y | +380.2% | +196.6% | +183.6% | +177.6% |
| All | +273.1% | +322.3% | -49.2% | +78.5% |
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