+662.9%
CTAS vs TAP
-52.1%
+715.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.6% |
| 30D | -1.0% | -9.4% | +8.4% | +2.0% |
| 3M | +15.8% | -0.8% | +16.6% | +15.9% |
| 6M | -1.0% | -14.7% | +13.7% | +3.6% |
| YTD | +7.4% | -13.9% | +21.4% | +11.7% |
| 1Y | -0.1% | -18.6% | +18.5% | +5.4% |
| 3Y | +66.3% | -32.0% | +98.3% | +83.1% |
| 5Y | +111.0% | -1.0% | +112.0% | +98.8% |
| 10Y | +662.9% | -51.4% | +714.2% | +671.6% |
| All | +662.9% | -52.1% | +715.0% | +671.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling