+246.6%
CTAS vs TXG
+22.9%
+223.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -1.3% | +5.0% | -6.3% | -1.8% |
| 30D | -3.1% | +13.5% | -16.6% | -4.5% |
| 3M | +10.3% | +128.0% | -117.7% | -0.1% |
| 6M | +1.6% | +224.4% | -222.8% | -12.0% |
| YTD | +6.3% | +307.0% | -300.7% | -10.7% |
| 1Y | -0.5% | +427.2% | -427.7% | -19.6% |
| 3Y | +64.6% | +40.2% | +24.4% | +50.6% |
| 5Y | +106.0% | -64.0% | +170.0% | +117.6% |
| All | +246.6% | +22.9% | +223.7% | +169.9% |
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