+2,077.9%
CTAS vs TRI
+518.6%
+1,559.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +2.8% |
| 7D | 0.0% | -7.1% | +7.0% | +2.9% |
| 30D | -1.0% | -2.3% | +1.3% | -0.5% |
| 3M | +15.8% | +19.6% | -3.8% | +5.2% |
| 6M | -1.0% | -8.7% | +7.7% | 0.0% |
| YTD | +7.4% | -22.3% | +29.7% | +14.8% |
| 1Y | -0.1% | -40.7% | +40.5% | +21.1% |
| 3Y | +66.3% | -17.8% | +84.1% | +68.9% |
| 5Y | +111.0% | -8.5% | +119.5% | +102.5% |
| 10Y | +662.9% | +192.6% | +470.3% | +333.3% |
| All | +2,077.9% | +518.6% | +1,559.2% | +621.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling