+106.0%
CTAS vs TNA
-26.1%
+132.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -1.3% | -7.6% | +6.3% | 0.0% |
| 30D | -3.1% | -13.6% | +10.6% | -0.8% |
| 3M | +10.3% | +2.8% | +7.5% | +9.1% |
| 6M | +1.6% | +34.5% | -32.9% | -5.0% |
| YTD | +6.3% | +41.0% | -34.7% | -2.2% |
| 1Y | -0.5% | +52.0% | -52.5% | -10.5% |
| 3Y | +64.6% | +103.5% | -38.9% | +28.7% |
| 5Y | +106.0% | -22.5% | +128.5% | +79.2% |
| All | +106.0% | -26.1% | +132.1% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling