+31.2%
TSM vs CPRT
-23.4%
+54.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +5.9% |
| 7D | -7.6% | +6.0% | -13.6% | -6.0% |
| 30D | -20.5% | +20.0% | -40.5% | -16.5% |
| 3M | -10.0% | +10.1% | -20.1% | -6.6% |
| 6M | -10.1% | -4.3% | -5.7% | -7.4% |
| YTD | +24.5% | -18.4% | +42.9% | +27.1% |
| 1Y | +31.2% | -20.1% | +51.3% | +32.4% |
| All | +31.2% | -23.4% | +54.5% | +32.4% |
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