+2,223.7%
CTAS vs TCOM
+2,694.8%
-471.0%
-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% | +0.6% | -0.2% |
| 7D | -1.8% | -9.5% | +7.7% | -0.5% |
| 30D | -0.2% | -10.7% | +10.5% | +1.3% |
| 3M | +11.7% | -14.6% | +26.3% | +13.8% |
| 6M | +0.7% | -19.3% | +20.0% | +3.3% |
| YTD | +7.4% | -42.9% | +50.3% | +14.9% |
| 1Y | -2.1% | -43.8% | +41.7% | +4.8% |
| 3Y | +62.9% | +2.1% | +60.8% | +56.3% |
| 5Y | +111.9% | +31.2% | +80.7% | +87.2% |
| 10Y | +652.2% | -13.9% | +666.1% | +575.8% |
| All | +2,223.7% | +2,694.8% | -471.0% | +1,292.9% |
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