+6,220.1%
CRS vs TXT
+2,196.3%
+4,023.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | +4.8% | +0.1% | +4.6% | +4.7% |
| 30D | -23.2% | +13.3% | -36.5% | -28.1% |
| 3M | -45.5% | -5.0% | -40.5% | -44.3% |
| 6M | -33.1% | -8.4% | -24.7% | -30.5% |
| YTD | -7.2% | -4.0% | -3.2% | -6.0% |
| 1Y | -10.0% | +2.8% | -12.8% | -12.0% |
| 3Y | +332.3% | +10.3% | +322.0% | +303.2% |
| 5Y | +801.9% | +9.2% | +792.7% | +758.3% |
| 10Y | +820.9% | +89.6% | +731.3% | +591.9% |
| All | +6,220.1% | +2,196.3% | +4,023.8% | +2,391.9% |
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