+107.7%
CTAS vs TDY
+39.0%
+68.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.0% |
| 7D | +0.5% | -1.1% | +1.6% | +1.0% |
| 30D | -0.7% | -12.0% | +11.3% | +4.7% |
| 3M | +11.1% | -3.2% | +14.3% | +11.9% |
| 6M | +2.1% | -7.9% | +10.0% | +4.8% |
| YTD | +8.0% | +18.2% | -10.3% | -2.5% |
| 1Y | -0.5% | +6.7% | -7.1% | -5.6% |
| 3Y | +66.2% | +47.5% | +18.7% | +31.0% |
| All | +107.7% | +39.0% | +68.7% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling