+671.2%
CTAS vs TRU
+144.8%
+526.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -1.3% | -9.4% | +8.1% | +2.5% |
| 30D | -3.1% | -4.1% | +1.0% | -1.7% |
| 3M | +10.3% | +13.6% | -3.3% | +4.3% |
| 6M | +1.6% | +3.6% | -1.9% | -0.9% |
| YTD | +6.3% | -9.8% | +16.1% | +8.4% |
| 1Y | -0.5% | -13.6% | +13.2% | +2.5% |
| 3Y | +64.6% | -2.0% | +66.5% | +48.5% |
| 5Y | +106.0% | -35.8% | +141.8% | +129.6% |
| All | +671.2% | +144.8% | +526.5% | +424.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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