+376.0%
CPRT vs TSEM
+920.4%
-544.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.6% | -8.0% | -1.3% |
| 7D | -1.4% | +6.8% | -8.1% | -2.3% |
| 30D | +21.5% | -26.6% | +48.1% | +25.0% |
| 3M | +9.4% | -36.3% | +45.8% | +14.0% |
| 6M | -3.3% | -30.6% | +27.3% | -3.8% |
| YTD | -17.8% | +35.3% | -53.1% | -29.8% |
| 1Y | -22.2% | +59.2% | -81.4% | -36.2% |
| 3Y | -34.0% | +547.7% | -581.6% | -63.0% |
| 5Y | -15.4% | +337.5% | -353.0% | -48.6% |
| 10Y | +376.0% | +887.4% | -511.4% | +119.5% |
| All | +376.0% | +920.4% | -544.4% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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