+8.9%
CAT vs TXG
+406.9%
-398.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.6% | -5.6% |
| 7D | -17.1% | -19.3% | +2.1% | -15.1% |
| 30D | -30.1% | -30.9% | +0.8% | -27.7% |
| 3M | -32.4% | +41.1% | -73.5% | -35.7% |
| 6M | -32.1% | +211.9% | -244.0% | -41.5% |
| YTD | +4.1% | +314.0% | -309.9% | -12.6% |
| 1Y | +8.9% | +405.4% | -396.5% | -9.0% |
| All | +8.9% | +406.9% | -398.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling