+71.3%
TXN vs CPRT
-27.3%
+98.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.0% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | -9.5% | +9.9% | -19.4% | -11.8% |
| 3M | -10.5% | +5.6% | -16.2% | -12.3% |
| 6M | +35.4% | -13.6% | +49.0% | +42.6% |
| YTD | +51.8% | -16.7% | +68.5% | +61.4% |
| 1Y | +42.9% | -33.1% | +76.1% | +68.0% |
| 3Y | +71.3% | -27.1% | +98.4% | +85.4% |
| All | +71.3% | -27.3% | +98.7% | +85.4% |
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