+400.7%
TXN vs CPRT
+392.8%
+7.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.7% |
| 7D | +2.0% | -8.4% | +10.4% | +6.0% |
| 30D | -8.0% | +4.6% | -12.6% | -10.4% |
| 3M | -7.8% | -1.9% | -5.8% | -8.4% |
| 6M | +32.4% | -15.3% | +47.7% | +40.4% |
| YTD | +51.7% | -21.5% | +73.1% | +65.9% |
| 1Y | +44.3% | -36.6% | +80.9% | +75.7% |
| 3Y | +71.3% | -31.2% | +102.5% | +95.9% |
| 5Y | +56.4% | -14.1% | +70.5% | +56.1% |
| All | +400.7% | +392.8% | +7.9% | +168.1% |
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