+725.3%
CAT vs TXT
+112.2%
+613.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.0% |
| 7D | -10.3% | -2.5% | -7.8% | -9.0% |
| 30D | -31.2% | +14.4% | -45.6% | -37.1% |
| 3M | -34.7% | -4.9% | -29.7% | -33.7% |
| 6M | -39.5% | -10.2% | -29.3% | -36.7% |
| YTD | -1.7% | -4.1% | +2.4% | -1.1% |
| 1Y | -1.1% | +4.0% | -5.1% | -5.1% |
| 3Y | +143.9% | +8.0% | +135.9% | +127.3% |
| 5Y | +194.8% | +8.4% | +186.3% | +168.3% |
| All | +725.3% | +112.2% | +613.2% | +375.0% |
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 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