+23,259.7%
CTAS vs TAP
+825.0%
+22,434.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.8% | -2.3% | +0.5% | -1.3% |
| 30D | -0.2% | -2.1% | +1.9% | +0.2% |
| 3M | +11.7% | +6.6% | +5.1% | +10.1% |
| 6M | +0.7% | -11.5% | +12.2% | +3.1% |
| YTD | +7.4% | -10.3% | +17.7% | +9.5% |
| 1Y | -2.1% | -14.4% | +12.3% | +0.5% |
| 3Y | +62.9% | -28.3% | +91.2% | +72.0% |
| 5Y | +111.9% | +1.7% | +110.2% | +105.6% |
| 10Y | +652.2% | -49.2% | +701.4% | +708.0% |
| All | +23,259.7% | +825.0% | +22,434.7% | +16,079.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling