+25,810.5%
CTAS vs TAP
+821.1%
+24,989.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.8% |
| 7D | +1.2% | +0.5% | +0.6% | +1.0% |
| 30D | +12.8% | +9.1% | +3.6% | +10.6% |
| 3M | +10.3% | -3.8% | +14.1% | +10.9% |
| 6M | +32.0% | -3.4% | +35.4% | +32.6% |
| YTD | +19.1% | -10.6% | +29.8% | +21.3% |
| 1Y | +21.5% | -4.4% | +25.9% | +21.8% |
| 3Y | +76.0% | -24.4% | +100.4% | +83.7% |
| 5Y | +110.9% | +2.1% | +108.8% | +104.3% |
| 10Y | +849.8% | -48.7% | +898.6% | +917.3% |
| All | +25,810.5% | +821.1% | +24,989.3% | +17,834.5% |
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