+65.7%
CTAS vs TPR
+292.1%
-226.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | -2.3% | +0.5% | -1.5% |
| 30D | -0.2% | -23.0% | +22.8% | +2.9% |
| 3M | +11.7% | -12.5% | +24.2% | +13.2% |
| 6M | +0.7% | -21.4% | +22.1% | +3.1% |
| YTD | +7.4% | -3.5% | +10.9% | +6.9% |
| 1Y | -2.1% | +17.4% | -19.5% | -5.1% |
| All | +65.7% | +292.1% | -226.3% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling