+3,342.5%
CTAS vs TRGP
+2,231.3%
+1,111.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | -0.2% | +11.5% | -11.7% | -2.4% |
| 3M | +11.7% | +9.0% | +2.7% | +9.5% |
| 6M | +0.7% | +20.5% | -19.8% | -3.4% |
| YTD | +7.4% | +59.5% | -52.1% | -2.5% |
| 1Y | -2.1% | +77.9% | -80.0% | -13.2% |
| 3Y | +62.9% | +253.6% | -190.6% | +25.1% |
| 5Y | +111.9% | +615.5% | -503.6% | +40.3% |
| 10Y | +652.2% | +897.1% | -244.9% | +296.9% |
| All | +3,342.5% | +2,231.3% | +1,111.2% | +1,109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling