+683.1%
CTAS vs TCOM
-9.8%
+692.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +0.5% | -4.9% | +5.4% | +1.3% |
| 30D | -0.7% | -14.4% | +13.7% | +1.5% |
| 3M | +11.1% | -17.7% | +28.7% | +14.0% |
| 6M | +2.1% | -25.1% | +27.2% | +6.2% |
| YTD | +8.0% | -45.7% | +53.7% | +17.2% |
| 1Y | -0.5% | -47.9% | +47.4% | +8.6% |
| 3Y | +66.2% | +8.9% | +57.3% | +54.6% |
| 5Y | +109.2% | +26.9% | +82.3% | +78.6% |
| All | +683.1% | -9.8% | +692.9% | +542.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling