+25.6%
CTAS vs TCOM
-39.6%
+65.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +2.0% |
| 7D | +7.6% | +10.7% | -3.1% | +6.4% |
| 30D | +17.2% | +10.1% | +7.2% | +16.0% |
| 3M | +12.8% | -8.9% | +21.6% | +13.4% |
| 6M | +38.0% | -19.2% | +57.1% | +39.3% |
| YTD | +22.7% | -40.6% | +63.3% | +23.0% |
| 1Y | +25.6% | -39.0% | +64.7% | +25.8% |
| All | +25.6% | -39.6% | +65.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling