+2,528.5%
CTAS vs TCOM
+2,868.4%
-340.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +2.0% | -1.8% | +3.8% | +2.2% |
| 30D | +8.7% | +12.1% | -3.4% | +7.0% |
| 3M | +13.3% | -3.2% | +16.5% | +13.7% |
| 6M | +39.4% | -16.6% | +56.0% | +42.3% |
| YTD | +21.5% | -39.4% | +60.9% | +28.8% |
| 1Y | +21.9% | -41.5% | +63.4% | +29.8% |
| 3Y | +73.6% | +24.4% | +49.3% | +62.2% |
| 5Y | +116.2% | +41.6% | +74.6% | +89.3% |
| 10Y | +818.2% | +6.5% | +811.6% | +702.8% |
| All | +2,528.5% | +2,868.4% | -340.0% | +1,462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling