+1,815.4%
TSM vs CPRT
+410.9%
+1,404.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | +4.8% | -0.4% | +5.2% | +4.8% |
| 30D | +4.0% | +8.2% | -4.2% | +0.2% |
| 3M | +2.0% | +2.3% | -0.3% | -0.7% |
| 6M | +25.5% | -14.7% | +40.2% | +32.1% |
| YTD | +44.0% | -18.2% | +62.2% | +53.4% |
| 1Y | +75.4% | -33.4% | +108.8% | +105.1% |
| 3Y | +406.7% | -28.3% | +435.1% | +460.9% |
| 5Y | +285.0% | -9.8% | +294.8% | +273.3% |
| 10Y | +1,815.4% | +412.4% | +1,403.0% | +915.8% |
| All | +1,815.4% | +410.9% | +1,404.4% | +915.8% |
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 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