+6,073.0%
CTAS vs TD
+7,879.0%
-1,806.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -1.8% | +0.3% | -2.1% | -2.0% |
| 30D | -0.2% | +0.4% | -0.6% | -0.5% |
| 3M | +11.7% | +7.6% | +4.0% | +7.5% |
| 6M | +0.7% | +25.0% | -24.3% | -9.6% |
| YTD | +7.4% | +31.0% | -23.6% | -5.7% |
| 1Y | -2.1% | +65.2% | -67.3% | -22.8% |
| 3Y | +62.9% | +122.5% | -59.6% | +10.7% |
| 5Y | +111.9% | +124.8% | -12.9% | +41.6% |
| 10Y | +652.2% | +298.2% | +354.0% | +292.0% |
| All | +6,073.0% | +7,879.0% | -1,806.0% | +1,143.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling