+8,179.7%
TXN vs CPRT
+23,878.7%
-15,699.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -0.1% | +2.2% | -2.3% | -0.7% |
| 30D | -6.9% | +16.6% | -23.6% | -10.7% |
| 3M | -14.9% | +9.6% | -24.5% | -17.6% |
| 6M | +29.0% | -11.1% | +40.1% | +31.6% |
| YTD | +51.5% | -13.9% | +65.3% | +55.3% |
| 1Y | +41.6% | -32.5% | +74.1% | +54.4% |
| 3Y | +65.8% | -25.0% | +90.9% | +75.3% |
| 5Y | +56.8% | -7.4% | +64.2% | +56.7% |
| 10Y | +387.5% | +422.0% | -34.5% | +228.7% |
| All | +8,179.7% | +23,878.7% | -15,699.0% | +2,964.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling