+813.4%
CTAS vs TAP
-46.0%
+859.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.6% |
| 7D | +1.7% | +1.3% | +0.5% | +1.3% |
| 30D | +8.4% | +5.7% | +2.7% | +6.4% |
| 3M | +13.0% | -1.9% | +14.9% | +13.3% |
| 6M | +39.1% | +0.9% | +38.1% | +38.0% |
| YTD | +21.2% | -9.5% | +30.7% | +23.8% |
| 1Y | +21.6% | -9.0% | +30.6% | +23.8% |
| 3Y | +73.2% | -22.2% | +95.5% | +82.3% |
| 5Y | +115.7% | +1.2% | +114.5% | +102.0% |
| All | +813.4% | -46.0% | +859.4% | +784.2% |
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