+683.1%
CTAS vs TRGP
+863.3%
-180.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.7% | +8.0% | -8.8% | -2.5% |
| 3M | +11.1% | +8.3% | +2.8% | +8.7% |
| 6M | +2.1% | +23.9% | -21.8% | -3.3% |
| YTD | +8.0% | +59.6% | -51.7% | -3.6% |
| 1Y | -0.5% | +79.4% | -79.9% | -13.7% |
| 3Y | +66.2% | +269.4% | -203.2% | +20.8% |
| 5Y | +109.2% | +641.6% | -532.5% | +27.9% |
| All | +683.1% | +863.3% | -180.1% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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