+71.4%
CTAS vs TLN
+583.6%
-512.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.0% | -0.4% |
| 7D | -1.8% | +7.1% | -8.9% | -1.9% |
| 30D | -0.2% | -3.9% | +3.7% | -0.1% |
| 3M | +11.7% | -16.2% | +27.8% | +12.0% |
| 6M | +0.7% | -5.8% | +6.5% | +0.2% |
| YTD | +7.4% | -15.4% | +22.8% | +7.2% |
| 1Y | -2.1% | -16.7% | +14.6% | -2.4% |
| 3Y | +62.9% | +473.8% | -410.8% | +37.4% |
| All | +71.4% | +583.6% | -512.1% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling