+71.5%
CTAS vs TLN
+602.5%
-531.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | 0.0% | +10.9% | -11.0% | -0.2% |
| 30D | -1.0% | -6.3% | +5.3% | -0.9% |
| 3M | +15.8% | -10.7% | +26.5% | +15.8% |
| 6M | -1.0% | +1.6% | -2.6% | -1.7% |
| YTD | +7.4% | -13.1% | +20.5% | +7.2% |
| 1Y | -0.1% | -15.1% | +14.9% | -0.4% |
| 3Y | +66.3% | +495.0% | -428.7% | +40.0% |
| All | +71.5% | +602.5% | -531.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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