+153.7%
CAT vs TXG
+73.9%
+79.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.8% |
| 7D | -6.3% | -3.7% | -2.6% | -5.8% |
| 30D | -26.8% | -22.0% | -4.8% | -24.2% |
| 3M | -30.0% | +7.4% | -37.4% | -31.8% |
| 6M | -34.6% | +191.2% | -225.8% | -46.7% |
| YTD | +2.9% | +285.7% | -282.7% | -21.0% |
| 1Y | +3.3% | +268.3% | -265.0% | -20.4% |
| 3Y | +153.7% | +77.3% | +76.4% | +109.5% |
| All | +153.7% | +73.9% | +79.7% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling