+109.6%
CTAS vs TCOM
+25.9%
+83.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | +1.0% | -10.2% | +11.2% | +1.7% |
| 30D | -1.1% | -16.8% | +15.8% | +0.1% |
| 3M | +11.5% | -16.7% | +28.2% | +12.7% |
| 6M | +0.2% | -27.1% | +27.2% | +2.1% |
| YTD | +7.2% | -45.5% | +52.7% | +11.0% |
| 1Y | 0.0% | -45.9% | +45.9% | +3.6% |
| 3Y | +65.9% | +9.8% | +56.2% | +60.2% |
| 5Y | +109.6% | +23.8% | +85.8% | +91.7% |
| All | +109.6% | +25.9% | +83.7% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling