+32.0%
CTAS vs TAP
-3.1%
+35.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | 0.0% |
| 7D | +1.2% | +0.5% | +0.6% | +0.8% |
| 30D | +12.8% | +9.1% | +3.6% | +8.5% |
| 3M | +10.3% | -3.8% | +14.1% | +12.1% |
| 6M | +32.0% | -3.4% | +35.4% | +31.0% |
| All | +32.0% | -3.1% | +35.1% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling