+322.5%
CTAS vs TW
+206.7%
+115.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +0.5% | -4.5% | +5.0% | +2.1% |
| 30D | -0.7% | -2.3% | +1.5% | 0.0% |
| 3M | +11.1% | +2.6% | +8.5% | +9.6% |
| 6M | +2.1% | -17.5% | +19.7% | +8.5% |
| YTD | +8.0% | -5.3% | +13.3% | +8.8% |
| 1Y | -0.5% | -14.8% | +14.3% | +3.9% |
| 3Y | +66.2% | +18.8% | +47.4% | +50.3% |
| 5Y | +109.2% | +20.7% | +88.5% | +84.1% |
| All | +322.5% | +206.7% | +115.8% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling