+18.8%
TMO vs CPRT
-28.6%
+47.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +1.0% | +8.2% | -7.2% | -1.5% |
| 3M | +22.7% | +2.3% | +20.4% | +21.5% |
| 6M | +19.0% | -14.7% | +33.8% | +24.5% |
| YTD | +4.7% | -18.2% | +22.9% | +10.8% |
| 1Y | +26.0% | -33.4% | +59.4% | +42.0% |
| All | +18.8% | -28.6% | +47.3% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling