+609.7%
CAT vs TXG
+16.0%
+593.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +1.7% | +1.8% | -0.1% | +1.5% |
| 30D | -6.6% | +32.0% | -38.6% | -10.3% |
| 3M | -13.3% | +87.0% | -100.3% | -20.9% |
| 6M | +11.6% | +180.1% | -168.4% | -4.0% |
| YTD | +42.9% | +284.1% | -241.2% | +17.4% |
| 1Y | +95.4% | +361.7% | -266.2% | +55.0% |
| 3Y | +196.6% | +15.9% | +180.7% | +163.1% |
| 5Y | +321.7% | -66.2% | +387.8% | +301.1% |
| All | +609.7% | +16.0% | +593.7% | +423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling