+320.3%
CTAS vs TW
+221.1%
+99.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.8% | -2.3% | +0.5% | -1.0% |
| 30D | -0.2% | +3.9% | -4.1% | -1.6% |
| 3M | +11.7% | +5.7% | +6.0% | +9.1% |
| 6M | +0.7% | -14.5% | +15.2% | +5.7% |
| YTD | +7.4% | -0.9% | +8.3% | +6.6% |
| 1Y | -2.1% | -13.5% | +11.4% | +1.8% |
| 3Y | +62.9% | +25.0% | +38.0% | +44.8% |
| 5Y | +111.9% | +22.7% | +89.2% | +85.6% |
| All | +320.3% | +221.1% | +99.2% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling