+245.6%
CRH vs TNA
+86.1%
+159.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -6.1% | -7.3% | +1.2% | -3.9% |
| 30D | -9.3% | -14.2% | +4.9% | -5.0% |
| 3M | -15.2% | -4.6% | -10.6% | -14.3% |
| 6M | -14.2% | +36.9% | -51.1% | -23.0% |
| YTD | -28.3% | +42.5% | -70.8% | -36.7% |
| 1Y | -21.8% | +45.8% | -67.5% | -32.3% |
| 3Y | +71.6% | +104.7% | -33.0% | +22.0% |
| 5Y | +96.6% | -21.7% | +118.3% | +66.7% |
| All | +245.6% | +86.1% | +159.5% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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