+16.4%
CTAS vs TEM
+46.9%
-30.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.6% |
| 7D | -1.3% | -9.2% | +7.9% | -0.9% |
| 30D | -3.1% | +5.5% | -8.6% | -3.6% |
| 3M | +10.3% | +18.7% | -8.4% | +8.8% |
| 6M | +1.6% | +15.4% | -13.8% | 0.0% |
| YTD | +6.3% | -0.5% | +6.8% | +5.3% |
| 1Y | -0.5% | -24.8% | +24.4% | -0.3% |
| All | +16.4% | +46.9% | -30.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TEM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling