+245.6%
CRH vs TXT
+107.7%
+137.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -0.2% |
| 7D | -6.1% | +2.5% | -8.5% | -7.3% |
| 30D | -9.3% | -8.9% | -0.4% | -4.9% |
| 3M | -15.2% | -13.6% | -1.6% | -9.0% |
| 6M | -14.2% | -13.1% | -1.1% | -8.1% |
| YTD | -28.3% | -7.0% | -21.2% | -26.1% |
| 1Y | -21.8% | -1.4% | -20.4% | -22.0% |
| 3Y | +71.6% | +7.0% | +64.7% | +61.6% |
| 5Y | +96.6% | +15.4% | +81.2% | +76.2% |
| All | +245.6% | +107.7% | +137.9% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling