+22.8%
CTAS vs TMF
-25.6%
+48.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.6% |
| 7D | +0.7% | -1.1% | +1.7% | +0.8% |
| 30D | +11.3% | +11.8% | -0.5% | +9.4% |
| 3M | +11.4% | -4.0% | +15.5% | +11.7% |
| 6M | +35.6% | -16.5% | +52.2% | +38.1% |
| YTD | +20.7% | -19.9% | +40.6% | +23.1% |
| 1Y | +22.8% | -25.6% | +48.4% | +24.7% |
| All | +22.8% | -25.6% | +48.4% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling