+19,050.1%
CAT vs TXN
+25,258.8%
-6,208.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | +7.4% | +9.5% | -2.0% | +4.7% |
| 30D | -19.7% | +8.7% | -28.4% | -21.6% |
| 3M | -29.6% | +11.6% | -41.2% | -31.8% |
| 6M | -33.2% | +0.1% | -33.3% | -33.2% |
| YTD | +5.7% | +78.8% | -73.1% | -10.9% |
| 1Y | +9.3% | +91.2% | -81.9% | -9.5% |
| 3Y | +158.3% | +125.8% | +32.5% | +100.8% |
| 5Y | +211.6% | +83.8% | +127.8% | +154.5% |
| 10Y | +698.5% | +469.9% | +228.6% | +381.4% |
| All | +19,050.1% | +25,258.8% | -6,208.8% | +4,055.9% |
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