-16.6%
CRH vs TXG
+336.9%
-353.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.0% | +10.6% | -2.2% |
| 7D | +5.3% | -28.8% | +34.1% | +8.3% |
| 30D | +14.2% | -28.0% | +42.2% | +17.1% |
| 3M | -4.2% | +22.3% | -26.5% | -9.1% |
| 6M | -14.5% | +163.8% | -178.3% | -27.4% |
| YTD | -22.7% | +256.0% | -278.6% | -35.5% |
| 1Y | -16.6% | +330.4% | -346.9% | -30.6% |
| All | -16.6% | +336.9% | -353.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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