+818.4%
CTAS vs TMF
-82.2%
+900.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.8% |
| 7D | +0.7% | -1.1% | +1.7% | +0.6% |
| 30D | +11.3% | +11.8% | -0.5% | +11.9% |
| 3M | +11.4% | -4.0% | +15.5% | +11.2% |
| 6M | +35.6% | -16.5% | +52.2% | +34.5% |
| YTD | +20.7% | -19.9% | +40.6% | +19.4% |
| 1Y | +22.8% | -25.6% | +48.4% | +21.1% |
| 3Y | +73.4% | -29.9% | +103.3% | +72.0% |
| 5Y | +117.6% | -88.2% | +205.8% | +73.7% |
| 10Y | +818.4% | -81.7% | +900.2% | +732.9% |
| All | +818.4% | -82.2% | +900.7% | +732.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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