+1,410.4%
TSM vs CPRT
+398.2%
+1,012.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.9% |
| 7D | -7.6% | +6.0% | -13.6% | -9.8% |
| 30D | -20.5% | +20.0% | -40.5% | -26.4% |
| 3M | -10.0% | +10.1% | -20.1% | -14.7% |
| 6M | -10.1% | -4.3% | -5.7% | -10.9% |
| YTD | +24.5% | -18.4% | +42.9% | +31.6% |
| 1Y | +31.2% | -20.1% | +51.3% | +39.7% |
| 3Y | +322.0% | -30.4% | +352.4% | +369.4% |
| 5Y | +245.3% | -17.0% | +262.2% | +244.0% |
| All | +1,410.4% | +398.2% | +1,012.1% | +805.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling