+25,808.1%
CAT vs TXN
+21,381.9%
+4,426.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | -6.6% | -6.9% | +0.4% | -4.6% |
| 3M | -13.3% | -14.9% | +1.6% | -9.2% |
| 6M | +11.6% | +29.0% | -17.4% | +3.6% |
| YTD | +42.9% | +51.5% | -8.5% | +26.5% |
| 1Y | +95.4% | +41.6% | +53.9% | +75.9% |
| 3Y | +196.6% | +65.8% | +130.8% | +151.7% |
| 5Y | +321.7% | +56.8% | +264.8% | +260.7% |
| 10Y | +1,140.8% | +387.5% | +753.3% | +683.1% |
| All | +25,808.1% | +21,381.9% | +4,426.2% | +5,799.7% |
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