+11,954.4%
TSM vs CAT
+3,878.8%
+8,075.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +5.9% |
| 7D | -7.6% | -10.3% | +2.7% | -2.3% |
| 30D | -20.5% | -31.2% | +10.7% | -4.6% |
| 3M | -10.0% | -34.7% | +24.7% | +10.6% |
| 6M | -10.1% | -39.5% | +29.4% | +14.6% |
| YTD | +24.5% | -1.7% | +26.2% | +25.0% |
| 1Y | +31.2% | -1.1% | +32.3% | +31.4% |
| 3Y | +322.0% | +143.9% | +178.1% | +171.7% |
| 5Y | +245.3% | +194.8% | +50.5% | +96.6% |
| 10Y | +1,465.8% | +739.8% | +726.1% | +396.4% |
| All | +11,954.4% | +3,878.8% | +8,075.5% | +1,550.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling