+683.1%
CTAS vs TDG
+547.7%
+135.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.0% |
| 7D | +0.5% | -1.9% | +2.4% | +1.3% |
| 30D | -0.7% | -7.7% | +7.0% | +2.6% |
| 3M | +11.1% | -9.3% | +20.4% | +15.3% |
| 6M | +2.1% | -9.4% | +11.5% | +5.5% |
| YTD | +8.0% | -14.3% | +22.2% | +13.7% |
| 1Y | -0.5% | -11.8% | +11.4% | +3.3% |
| 3Y | +66.2% | +52.0% | +14.2% | +32.5% |
| 5Y | +109.2% | +128.8% | -19.6% | +35.8% |
| All | +683.1% | +547.7% | +135.5% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling