+25.6%
CTAS vs TW
+20.8%
+4.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +7.6% | +6.0% | +1.6% | +6.0% |
| 30D | +17.2% | +18.6% | -1.3% | +12.6% |
| 3M | +12.8% | +26.5% | -13.8% | +6.5% |
| 6M | +38.0% | +13.1% | +24.8% | +33.1% |
| YTD | +22.7% | +18.5% | +4.2% | +18.1% |
| 1Y | +25.6% | +21.7% | +3.9% | +20.4% |
| All | +25.6% | +20.8% | +4.9% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling