+8.9%
CAT vs TXT
+9.2%
-0.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -4.0% | -4.8% |
| 7D | -17.1% | +10.6% | -27.7% | -20.9% |
| 30D | -30.1% | +14.4% | -44.5% | -34.6% |
| 3M | -32.4% | -2.7% | -29.6% | -30.2% |
| 6M | -32.1% | -4.7% | -27.4% | -29.3% |
| YTD | +4.1% | -0.5% | +4.6% | +4.8% |
| 1Y | +8.9% | +8.7% | +0.2% | +3.0% |
| All | +8.9% | +9.2% | -0.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling