+2,298.4%
CTAS vs TDG
+13,063.4%
-10,765.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | -1.0% | -6.5% | +5.5% | +1.7% |
| 3M | +15.8% | -5.1% | +20.8% | +17.8% |
| 6M | -1.0% | -11.5% | +10.5% | +3.2% |
| YTD | +7.4% | -13.9% | +21.3% | +12.8% |
| 1Y | -0.1% | -11.5% | +11.3% | +3.4% |
| 3Y | +66.3% | +53.7% | +12.6% | +34.4% |
| 5Y | +111.0% | +135.5% | -24.5% | +40.0% |
| 10Y | +662.9% | +535.2% | +127.7% | +222.2% |
| All | +2,298.4% | +13,063.4% | -10,765.0% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling