+4,131.1%
CTAS vs TMF
-69.2%
+4,200.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +1.2% | +1.2% | -0.1% | +1.3% |
| 30D | +12.8% | +19.7% | -7.0% | +15.0% |
| 3M | +10.3% | -2.1% | +12.4% | +10.1% |
| 6M | +32.0% | -13.4% | +45.4% | +30.0% |
| YTD | +19.1% | -16.7% | +35.9% | +16.9% |
| 1Y | +21.5% | -23.3% | +44.8% | +18.2% |
| 3Y | +76.0% | -24.8% | +100.9% | +73.7% |
| 5Y | +110.9% | -88.0% | +198.9% | +60.4% |
| 10Y | +849.8% | -84.7% | +934.5% | +720.0% |
| All | +4,131.1% | -69.2% | +4,200.3% | +4,939.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling