+2,363.1%
CTAS vs TRI
+584.3%
+1,778.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | -2.9% | +4.9% | +3.2% |
| 30D | +8.7% | +3.7% | +5.0% | +6.4% |
| 3M | +13.3% | +3.7% | +9.6% | +9.9% |
| 6M | +39.4% | +35.1% | +4.3% | +18.0% |
| YTD | +21.5% | -14.0% | +35.5% | +23.1% |
| 1Y | +21.9% | -19.0% | +40.8% | +27.0% |
| 3Y | +73.6% | -12.0% | +85.6% | +70.0% |
| 5Y | +116.2% | +0.6% | +115.6% | +97.4% |
| 10Y | +818.2% | +225.4% | +592.7% | +393.4% |
| All | +2,363.1% | +584.3% | +1,778.8% | +673.9% |
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