+662.9%
CTAS vs TMF
-86.8%
+749.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | +1.0% | -1.0% | 0.0% |
| 30D | -1.0% | -1.8% | +0.8% | -1.1% |
| 3M | +15.8% | -8.2% | +24.0% | +15.3% |
| 6M | -1.0% | -19.5% | +18.5% | -2.1% |
| YTD | +7.4% | -16.0% | +23.4% | +6.6% |
| 1Y | -0.1% | -22.5% | +22.4% | -1.3% |
| 3Y | +66.3% | -42.3% | +108.6% | +62.0% |
| 5Y | +111.0% | -87.7% | +198.7% | +70.1% |
| 10Y | +662.9% | -86.5% | +749.4% | +589.7% |
| All | +662.9% | -86.8% | +749.7% | +589.7% |
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