+130.4%
TXN vs CPRT
-33.6%
+164.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -0.5% | -1.4% | +0.8% | -0.3% |
| 30D | +10.5% | +21.5% | -11.0% | +6.4% |
| 3M | +10.7% | +9.4% | +1.3% | +8.2% |
| 6M | +5.1% | -3.3% | +8.4% | +6.0% |
| YTD | +82.5% | -17.8% | +100.3% | +94.6% |
| 1Y | +98.2% | -22.2% | +120.4% | +116.2% |
| All | +130.4% | -33.6% | +164.1% | +167.2% |
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