+333.5%
CAT vs TXN
+58.3%
+275.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +5.6% | +2.2% | +3.4% | +4.5% |
| 30D | -2.3% | -9.5% | +7.2% | +2.2% |
| 3M | -10.0% | -10.5% | +0.5% | -5.5% |
| 6M | +21.2% | +35.4% | -14.1% | +5.6% |
| YTD | +44.4% | +51.8% | -7.3% | +19.3% |
| 1Y | +96.3% | +42.9% | +53.3% | +65.8% |
| 3Y | +203.9% | +71.3% | +132.6% | +125.3% |
| 5Y | +333.5% | +58.0% | +275.5% | +218.2% |
| All | +333.5% | +58.3% | +275.2% | +218.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling