+25,808.1%
CAT vs TXT
+2,070.1%
+23,738.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +1.7% | -4.8% | +6.5% | +3.9% |
| 30D | -6.6% | -10.6% | +4.1% | -1.9% |
| 3M | -13.3% | -13.2% | -0.1% | -8.0% |
| 6M | +11.6% | -20.3% | +32.0% | +23.3% |
| YTD | +42.9% | -9.3% | +52.2% | +48.8% |
| 1Y | +95.4% | -2.7% | +98.1% | +97.0% |
| 3Y | +196.6% | +1.4% | +195.2% | +193.2% |
| 5Y | +321.7% | +9.6% | +312.1% | +298.9% |
| 10Y | +1,140.8% | +94.9% | +1,045.9% | +776.9% |
| All | +25,808.1% | +2,070.1% | +23,738.0% | +5,752.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling