+712.5%
CAT vs TXT
+115.3%
+597.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +6.0% |
| 7D | -2.4% | -3.5% | +1.1% | -0.3% |
| 30D | -25.0% | +15.2% | -40.2% | -31.6% |
| 3M | -28.7% | -4.5% | -24.3% | -27.7% |
| 6M | -33.0% | -6.1% | -26.9% | -31.6% |
| YTD | +5.4% | -2.0% | +7.4% | +4.8% |
| 1Y | +7.3% | +4.2% | +3.0% | +3.0% |
| 3Y | +166.0% | +14.4% | +151.6% | +140.5% |
| 5Y | +210.1% | +12.3% | +197.8% | +177.4% |
| 10Y | +712.5% | +101.8% | +610.7% | +414.2% |
| All | +712.5% | +115.3% | +597.2% | +414.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling