+25.8%
TMO vs CPRT
-31.2%
+57.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.4% | +2.2% | -3.6% | -1.9% |
| 30D | +6.2% | +16.6% | -10.4% | +1.9% |
| 3M | +27.5% | +9.6% | +17.9% | +24.4% |
| 6M | +20.0% | -11.1% | +31.1% | +23.3% |
| YTD | +6.1% | -13.9% | +20.0% | +10.0% |
| 1Y | +25.8% | -32.5% | +58.4% | +43.4% |
| All | +25.8% | -31.2% | +57.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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