+3,714.6%
CTAS vs TMF
-68.9%
+3,783.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.2% |
| 7D | -1.8% | -1.4% | -0.4% | -2.0% |
| 30D | -0.2% | -2.8% | +2.6% | -0.5% |
| 3M | +11.7% | -10.9% | +22.6% | +10.3% |
| 6M | +0.7% | -21.3% | +22.0% | -1.8% |
| YTD | +7.4% | -15.9% | +23.3% | +5.5% |
| 1Y | -2.1% | -15.7% | +13.6% | -3.7% |
| 3Y | +62.9% | -43.4% | +106.3% | +54.9% |
| 5Y | +111.9% | -87.8% | +199.6% | +62.1% |
| 10Y | +652.2% | -86.7% | +738.9% | +532.9% |
| All | +3,714.6% | -68.9% | +3,783.4% | +4,448.3% |
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