+110.0%
CTAS vs TW
+20.1%
+89.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.0% |
| 7D | 0.0% | -3.5% | +3.4% | +1.0% |
| 30D | -1.0% | +0.5% | -1.5% | -1.2% |
| 3M | +15.8% | +4.9% | +10.8% | +13.6% |
| 6M | -1.0% | -17.1% | +16.1% | +4.4% |
| YTD | +7.4% | -3.9% | +11.3% | +7.7% |
| 1Y | -0.1% | -13.3% | +13.1% | +3.5% |
| 3Y | +66.3% | +20.9% | +45.4% | +50.1% |
| All | +110.0% | +20.1% | +89.9% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling