+468.5%
TXN vs CPRT
+368.4%
+100.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +9.5% | -0.4% | +9.8% | +9.7% |
| 30D | +8.7% | +21.2% | -12.5% | -0.6% |
| 3M | +11.6% | +8.3% | +3.3% | +6.1% |
| 6M | +0.1% | -3.4% | +3.5% | -1.1% |
| YTD | +78.8% | -18.7% | +97.5% | +91.0% |
| 1Y | +91.2% | -23.5% | +114.7% | +110.5% |
| 3Y | +125.8% | -34.2% | +160.0% | +163.3% |
| 5Y | +83.8% | -18.2% | +102.0% | +87.0% |
| All | +468.5% | +368.4% | +100.0% | +202.8% |
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