+1,157.1%
CAT vs TXN
+404.2%
+752.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.4% |
| 7D | +2.9% | +2.7% | +0.3% | +1.6% |
| 30D | -2.6% | -6.7% | +4.1% | +0.8% |
| 3M | -10.7% | -8.9% | -1.8% | -6.7% |
| 6M | +16.1% | +34.7% | -18.5% | -0.7% |
| YTD | +43.2% | +53.3% | -10.1% | +14.5% |
| 1Y | +96.8% | +45.0% | +51.8% | +60.9% |
| 3Y | +201.4% | +73.1% | +128.2% | +115.1% |
| 5Y | +332.7% | +59.9% | +272.8% | +214.0% |
| 10Y | +1,157.1% | +415.7% | +741.4% | +354.1% |
| All | +1,157.1% | +404.2% | +752.9% | +354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 10y: compounded portfolio wealth divided by compounded TXN 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…
10y analysis · Full analysis span regression · 6 months rolling