+49.5%
TXN vs CRH
-20.2%
+69.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.5% |
| 7D | +4.0% | -6.1% | +10.0% | +6.2% |
| 30D | -2.9% | -9.3% | +6.4% | +0.4% |
| 3M | -9.1% | -15.2% | +6.1% | -3.7% |
| 6M | +36.6% | -14.2% | +50.8% | +44.1% |
| YTD | +57.5% | -28.3% | +85.7% | +73.4% |
| 1Y | +49.5% | -21.8% | +71.3% | +58.2% |
| All | +49.5% | -20.2% | +69.7% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling