+65.0%
CTAS vs TXG
+41.0%
+24.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | +1.0% | +9.1% | -8.2% | +0.6% |
| 30D | -1.1% | +14.9% | -15.9% | -1.8% |
| 3M | +11.5% | +120.0% | -108.5% | +6.8% |
| 6M | +0.2% | +221.8% | -221.6% | -6.2% |
| YTD | +7.2% | +312.6% | -305.4% | -1.0% |
| 1Y | 0.0% | +398.4% | -398.5% | -9.0% |
| All | +65.0% | +41.0% | +24.0% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling