+99.7%
TXN vs CPRT
-24.7%
+124.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | +0.2% |
| 7D | +1.0% | +12.6% | -11.6% | +2.4% |
| 30D | +6.1% | +18.0% | -11.8% | +8.1% |
| 3M | +10.4% | +11.0% | -0.6% | +12.0% |
| 6M | +12.6% | -2.0% | +14.6% | +14.4% |
| YTD | +83.5% | -16.7% | +100.1% | +87.2% |
| 1Y | +99.7% | -23.9% | +123.6% | +102.7% |
| All | +99.7% | -24.7% | +124.4% | +102.7% |
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 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