+4,958.2%
CTAS vs TNA
+1,004.3%
+3,953.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -0.2% | -4.9% | +4.7% | +0.8% |
| 3M | +11.7% | +0.4% | +11.3% | +10.5% |
| 6M | +0.7% | +32.5% | -31.8% | -7.9% |
| YTD | +7.4% | +53.7% | -46.3% | -5.9% |
| 1Y | -2.1% | +65.1% | -67.2% | -16.8% |
| 3Y | +62.9% | +98.4% | -35.5% | +19.5% |
| 5Y | +111.9% | -22.5% | +134.4% | +77.3% |
| 10Y | +652.2% | +82.5% | +569.7% | +303.5% |
| All | +4,958.2% | +1,004.3% | +3,953.9% | +1,056.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling