+2,852.2%
CTAS vs TKO
+1,439.7%
+1,412.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.8% |
| 7D | 0.0% | +7.2% | -7.2% | -1.3% |
| 30D | -1.0% | +4.7% | -5.7% | -1.9% |
| 3M | +15.8% | -3.2% | +19.0% | +16.2% |
| 6M | -1.0% | -2.9% | +1.9% | -0.9% |
| YTD | +7.4% | -5.8% | +13.2% | +8.0% |
| 1Y | -0.1% | -1.1% | +0.9% | -0.6% |
| 3Y | +66.3% | +111.1% | -44.8% | +42.8% |
| 5Y | +111.0% | +315.6% | -204.6% | +58.7% |
| 10Y | +662.9% | +978.5% | -315.6% | +368.1% |
| All | +2,852.2% | +1,439.7% | +1,412.5% | +1,214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling