+815.5%
CTAS vs TPR
+364.3%
+451.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | +8.7% | +15.1% | -6.4% | +4.7% |
| 3M | +13.3% | +3.5% | +9.8% | +11.9% |
| 6M | +39.4% | +0.4% | +38.9% | +37.7% |
| YTD | +21.5% | +4.6% | +16.9% | +17.6% |
| 1Y | +21.9% | +33.1% | -11.2% | +10.5% |
| 3Y | +73.6% | +396.0% | -322.3% | +3.8% |
| 5Y | +116.2% | +230.3% | -114.1% | +39.9% |
| All | +815.5% | +364.3% | +451.2% | +345.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling