-0.1%
CTAS vs TLN
-16.8%
+16.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | +0.2% |
| 7D | 0.0% | +10.9% | -11.0% | +0.7% |
| 30D | -1.0% | -6.3% | +5.3% | -1.4% |
| 3M | +15.8% | -10.7% | +26.5% | +15.1% |
| 6M | -1.0% | +1.6% | -2.6% | -1.1% |
| YTD | +7.4% | -13.1% | +20.5% | +6.8% |
| 1Y | -0.1% | -15.1% | +14.9% | -0.7% |
| All | -0.1% | -16.8% | +16.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling