+114.6%
CTAS vs TMF
-87.5%
+202.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -1.8% | -1.4% | -0.4% | -1.7% |
| 30D | -0.2% | -2.8% | +2.6% | -0.1% |
| 3M | +11.7% | -10.9% | +22.6% | +12.3% |
| 6M | +0.7% | -21.3% | +22.0% | +1.9% |
| YTD | +7.4% | -15.9% | +23.3% | +8.3% |
| 1Y | -2.1% | -15.7% | +13.6% | -1.4% |
| 3Y | +62.9% | -43.4% | +106.3% | +65.1% |
| All | +114.6% | -87.5% | +202.1% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling