+19,212.2%
CAT vs TXN
+26,000.6%
-6,788.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +9.3% | +12.3% | -3.0% | +5.7% |
| 30D | -21.5% | +9.1% | -30.6% | -23.4% |
| 3M | -29.1% | +13.5% | -42.6% | -31.6% |
| 6M | -33.4% | +6.9% | -40.3% | -34.7% |
| YTD | +6.6% | +84.0% | -77.5% | -10.9% |
| 1Y | +6.5% | +95.8% | -89.2% | -12.4% |
| 3Y | +162.7% | +130.3% | +32.3% | +103.0% |
| 5Y | +214.2% | +89.2% | +125.1% | +154.6% |
| 10Y | +705.2% | +486.5% | +218.7% | +381.5% |
| All | +19,212.2% | +26,000.6% | -6,788.4% | +4,056.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling