+106.0%
CTAS vs TRI
-11.1%
+117.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.3% | -14.4% | +13.1% | +3.6% |
| 30D | -3.1% | -8.1% | +5.0% | -0.8% |
| 3M | +10.3% | +17.5% | -7.3% | +3.3% |
| 6M | +1.6% | -5.0% | +6.6% | +1.6% |
| YTD | +6.3% | -24.7% | +31.0% | +17.9% |
| 1Y | -0.5% | -41.5% | +41.0% | +25.2% |
| 3Y | +64.6% | -20.3% | +84.9% | +63.5% |
| 5Y | +106.0% | -10.9% | +116.9% | +82.2% |
| All | +106.0% | -11.1% | +117.2% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling