+419.8%
TXN vs CRH
+253.3%
+166.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.3% |
| 7D | +4.0% | -6.1% | +10.0% | +7.0% |
| 30D | -2.9% | -9.3% | +6.4% | +1.6% |
| 3M | -9.1% | -15.2% | +6.1% | -2.3% |
| 6M | +36.6% | -14.2% | +50.8% | +45.5% |
| YTD | +57.5% | -28.3% | +85.7% | +81.7% |
| 1Y | +49.5% | -21.8% | +71.3% | +64.8% |
| 3Y | +76.5% | +71.6% | +4.9% | +28.8% |
| 5Y | +62.4% | +96.6% | -34.2% | +7.9% |
| All | +419.8% | +253.3% | +166.5% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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