+374.9%
CPRT vs TDG
+547.7%
-172.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.0% |
| 7D | -11.2% | -1.9% | -9.3% | -10.6% |
| 30D | +3.3% | -7.7% | +11.0% | +6.3% |
| 3M | -3.6% | -9.3% | +5.8% | -0.2% |
| 6M | -15.8% | -9.4% | -6.4% | -13.3% |
| YTD | -23.5% | -14.3% | -9.2% | -19.8% |
| 1Y | -38.8% | -11.8% | -26.9% | -36.6% |
| 3Y | -33.4% | +52.0% | -85.4% | -45.3% |
| 5Y | -16.4% | +128.8% | -145.2% | -41.6% |
| All | +374.9% | +547.7% | -172.7% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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