+3.3%
CAT vs TXT
+5.9%
-2.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -3.1% |
| 7D | -6.3% | -1.1% | -5.3% | -5.9% |
| 30D | -26.8% | +17.1% | -43.9% | -32.6% |
| 3M | -30.0% | -2.6% | -27.4% | -27.8% |
| 6M | -34.6% | -4.6% | -30.0% | -31.9% |
| YTD | +2.9% | -0.3% | +3.2% | +3.1% |
| 1Y | +3.3% | +5.9% | -2.6% | -1.7% |
| All | +3.3% | +5.9% | -2.6% | -1.7% |
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