+1,323.2%
CRS vs TXT
+107.7%
+1,215.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -3.1% |
| 7D | -6.8% | +2.5% | -9.2% | -8.7% |
| 30D | -16.1% | -8.9% | -7.3% | -9.5% |
| 3M | -21.2% | -13.6% | -7.6% | -11.7% |
| 6M | +8.7% | -13.1% | +21.8% | +21.5% |
| YTD | +41.0% | -7.0% | +48.0% | +47.5% |
| 1Y | +82.7% | -1.4% | +84.1% | +80.5% |
| 3Y | +604.8% | +7.0% | +597.8% | +525.5% |
| 5Y | +1,384.7% | +15.4% | +1,369.3% | +1,130.8% |
| All | +1,323.2% | +107.7% | +1,215.5% | +581.0% |
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