-0.5%
CTAS vs TNA
+52.8%
-53.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.5% |
| 7D | +0.5% | -7.3% | +7.8% | +0.8% |
| 30D | -0.7% | -14.2% | +13.4% | -0.1% |
| 3M | +11.1% | -4.6% | +15.6% | +11.0% |
| 6M | +2.1% | +36.9% | -34.8% | -1.5% |
| YTD | +8.0% | +42.5% | -34.6% | +3.3% |
| 1Y | -0.5% | +45.8% | -46.2% | -5.1% |
| All | -0.5% | +52.8% | -53.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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