Tf's Ult vs Cait's Ult

I just had a match where i was playing TF. I ulted to try and get behind enemy and Cait ulted me also. I teleported before the Ult hit me but it just disappear without me taking any damage. Cait's ult isn't a skillshot, so shouldn't I still have taken damage even if i got out of the way? I mean it was cool and all but I wouldn't want the same happening to me if I was to play Cait.