+96.8%
CAT vs TXG
+385.8%
-289.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | +2.9% | +9.1% | -6.2% | +1.9% |
| 30D | -2.6% | +14.9% | -17.5% | -4.1% |
| 3M | -10.7% | +120.0% | -130.6% | -18.8% |
| 6M | +16.1% | +221.8% | -205.7% | +0.9% |
| YTD | +43.2% | +312.6% | -269.3% | +21.9% |
| 1Y | +96.8% | +398.4% | -301.6% | +66.0% |
| All | +96.8% | +385.8% | -289.0% | +66.0% |
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