-0.5%
CTAS vs TD
+61.3%
-61.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | -3.1% | -1.0% | -2.1% | -2.9% |
| 3M | +10.3% | +5.6% | +4.7% | +8.0% |
| 6M | +1.6% | +27.1% | -25.5% | -7.5% |
| YTD | +6.3% | +29.4% | -23.1% | -4.2% |
| 1Y | -0.5% | +60.7% | -61.2% | -18.7% |
| All | -0.5% | +61.3% | -61.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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