-0.5%
CTAS vs TCOM
-46.8%
+46.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.3% | -6.5% | +5.2% | -0.7% |
| 30D | -3.1% | -16.2% | +13.2% | -1.6% |
| 3M | +10.3% | -19.3% | +29.6% | +11.8% |
| 6M | +1.6% | -27.2% | +28.9% | +3.6% |
| YTD | +6.3% | -46.2% | +52.5% | +8.2% |
| 1Y | -0.5% | -46.6% | +46.1% | +1.2% |
| All | -0.5% | -46.8% | +46.3% | +1.2% |
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