+13,634.3%
TSM vs CAT
+5,683.5%
+7,950.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.0% |
| 7D | +2.7% | +1.7% | +1.0% | +1.9% |
| 30D | +3.6% | -6.6% | +10.2% | +7.0% |
| 3M | -3.4% | -13.3% | +9.9% | +3.6% |
| 6M | +20.6% | +11.6% | +9.0% | +13.9% |
| YTD | +41.9% | +42.9% | -1.1% | +18.8% |
| 1Y | +84.4% | +95.4% | -11.1% | +32.3% |
| 3Y | +380.2% | +196.6% | +183.6% | +179.7% |
| 5Y | +275.3% | +321.7% | -46.3% | +79.4% |
| 10Y | +1,751.4% | +1,140.8% | +610.6% | +385.3% |
| All | +13,634.3% | +5,683.5% | +7,950.8% | +1,468.8% |
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