+90.8%
CTAS vs TLN
+683.0%
-592.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.2% | -6.9% | +0.3% |
| 7D | -0.7% | +9.1% | -9.8% | -0.8% |
| 30D | +10.3% | -4.1% | +14.3% | +10.3% |
| 3M | +10.2% | +4.4% | +5.8% | +10.1% |
| 6M | +34.4% | -6.0% | +40.4% | +34.4% |
| YTD | +19.6% | -3.1% | +22.7% | +19.0% |
| 1Y | +21.8% | -6.1% | +27.9% | +21.4% |
| 3Y | +74.1% | +575.3% | -501.2% | +45.6% |
| All | +90.8% | +683.0% | -592.2% | +58.8% |
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