+296.0%
CTAS vs TXG
+7.8%
+288.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +2.0% | -1.8% | +3.8% | +2.1% |
| 30D | +8.7% | -20.4% | +29.1% | +10.5% |
| 3M | +13.3% | +0.1% | +13.2% | +11.7% |
| 6M | +39.4% | +176.2% | -136.8% | +21.8% |
| YTD | +21.5% | +256.8% | -235.3% | +2.2% |
| 1Y | +21.9% | +255.9% | -234.0% | +2.3% |
| 3Y | +73.6% | +60.2% | +13.4% | +53.4% |
| 5Y | +116.2% | -65.1% | +181.3% | +125.8% |
| All | +296.0% | +7.8% | +288.3% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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