+330.4%
TSM vs CPRT
-34.3%
+364.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.6% |
| 7D | +6.2% | -0.4% | +6.6% | +6.2% |
| 30D | -7.3% | +21.2% | -28.4% | -8.8% |
| 3M | -7.1% | +8.3% | -15.4% | -7.9% |
| 6M | +0.2% | -3.4% | +3.6% | +1.6% |
| YTD | +32.2% | -18.7% | +50.9% | +40.5% |
| 1Y | +42.8% | -23.5% | +66.3% | +54.9% |
| 3Y | +330.4% | -34.2% | +364.6% | +380.7% |
| All | +330.4% | -34.3% | +364.7% | +380.7% |
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