+66.2%
CTAS vs TDY
+46.9%
+19.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +0.5% | -1.1% | +1.6% | +0.8% |
| 30D | -0.7% | -12.0% | +11.3% | +2.9% |
| 3M | +11.1% | -3.2% | +14.3% | +11.6% |
| 6M | +2.1% | -7.9% | +10.0% | +4.0% |
| YTD | +8.0% | +18.2% | -10.3% | -0.4% |
| 1Y | -0.5% | +6.7% | -7.1% | -4.4% |
| 3Y | +66.2% | +47.5% | +18.7% | +41.3% |
| All | +66.2% | +46.9% | +19.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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