+33.3%
CTAS vs TEM
+98.6%
-65.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | -0.8% | +5.1% | -5.8% | -1.0% |
| 30D | +10.7% | +16.8% | -6.1% | +9.8% |
| 3M | +11.0% | +42.6% | -31.6% | +8.6% |
| 6M | +38.7% | +63.9% | -25.2% | +34.2% |
| YTD | +21.8% | +34.5% | -12.8% | +18.5% |
| 1Y | +23.6% | +11.0% | +12.6% | +21.4% |
| All | +33.3% | +98.6% | -65.3% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling