+63.7%
CTAS vs TDG
+50.3%
+13.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.3% | -2.7% | +1.4% | -0.5% |
| 30D | -3.1% | -9.3% | +6.2% | -0.2% |
| 3M | +10.3% | -7.1% | +17.3% | +12.4% |
| 6M | +1.6% | -11.2% | +12.8% | +4.7% |
| YTD | +6.3% | -15.3% | +21.6% | +10.8% |
| 1Y | -0.5% | -12.5% | +12.0% | +2.3% |
| All | +63.7% | +50.3% | +13.4% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling