+214.2%
CAT vs TXT
+10.3%
+203.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.7% |
| 7D | +9.3% | -1.1% | +10.4% | +10.0% |
| 30D | -21.5% | +13.3% | -34.7% | -28.2% |
| 3M | -29.1% | -5.1% | -24.0% | -27.6% |
| 6M | -33.4% | -7.1% | -26.2% | -31.3% |
| YTD | +6.6% | -3.2% | +9.8% | +6.7% |
| 1Y | +6.5% | +2.3% | +4.2% | +3.0% |
| 3Y | +162.7% | +11.1% | +151.6% | +138.2% |
| 5Y | +214.2% | +10.0% | +204.2% | +176.5% |
| All | +214.2% | +10.3% | +203.9% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling