-0.1%
CTAS vs TAP
-19.0%
+18.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.0% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | -1.0% | -9.4% | +8.4% | +1.4% |
| 3M | +15.8% | -0.8% | +16.6% | +16.0% |
| 6M | -1.0% | -14.7% | +13.7% | +1.0% |
| YTD | +7.4% | -13.9% | +21.4% | +9.2% |
| 1Y | -0.1% | -18.6% | +18.5% | +0.4% |
| All | -0.1% | -19.0% | +18.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TAP 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling