+0.1%
TXN vs CPRT
-4.1%
+4.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.9% |
| 7D | +9.5% | -0.4% | +9.8% | +9.4% |
| 30D | +8.7% | +21.2% | -12.5% | +13.0% |
| 3M | +11.6% | +8.3% | +3.3% | +14.1% |
| 6M | +0.1% | -3.4% | +3.5% | -4.0% |
| All | +0.1% | -4.1% | +4.2% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling