+683.1%
CTAS vs TKO
+989.7%
-306.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | +0.5% | +2.3% | -1.8% | 0.0% |
| 30D | -0.7% | -2.5% | +1.7% | -0.4% |
| 3M | +11.1% | -10.6% | +21.7% | +13.3% |
| 6M | +2.1% | -5.1% | +7.2% | +2.8% |
| YTD | +8.0% | -8.2% | +16.2% | +9.1% |
| 1Y | -0.5% | -4.4% | +4.0% | -0.4% |
| 3Y | +66.2% | +100.4% | -34.2% | +40.3% |
| 5Y | +109.2% | +294.3% | -185.1% | +49.0% |
| All | +683.1% | +989.7% | -306.5% | +345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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