+89.0%
TXN vs CPRT
-15.6%
+104.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -0.5% | -1.4% | +0.8% | 0.0% |
| 30D | +10.5% | +21.5% | -11.0% | +2.3% |
| 3M | +10.7% | +9.4% | +1.3% | +5.6% |
| 6M | +5.1% | -3.3% | +8.4% | +4.7% |
| YTD | +82.5% | -17.8% | +100.3% | +95.8% |
| 1Y | +98.2% | -22.2% | +120.4% | +118.7% |
| 3Y | +128.4% | -34.0% | +162.4% | +168.2% |
| 5Y | +89.0% | -15.4% | +104.5% | +82.0% |
| All | +89.0% | -15.6% | +104.7% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling