+106.7%
CTAS vs TPG
+78.6%
+28.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.6% |
| 7D | +1.0% | -6.5% | +7.5% | +2.3% |
| 30D | -1.1% | +0.1% | -1.1% | -1.3% |
| 3M | +11.5% | +14.5% | -3.0% | +8.0% |
| 6M | +0.2% | +17.3% | -17.2% | -3.9% |
| YTD | +7.2% | -20.5% | +27.7% | +11.4% |
| 1Y | 0.0% | -13.2% | +13.2% | +1.5% |
| 3Y | +65.9% | +87.7% | -21.8% | +34.4% |
| All | +106.7% | +78.6% | +28.1% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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