+109.6%
CTAS vs TXG
-63.6%
+173.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.5% |
| 7D | +1.0% | +9.1% | -8.2% | +0.2% |
| 30D | -1.1% | +14.9% | -15.9% | -2.4% |
| 3M | +11.5% | +120.0% | -108.5% | +3.0% |
| 6M | +0.2% | +221.8% | -221.6% | -11.1% |
| YTD | +7.2% | +312.6% | -305.4% | -7.5% |
| 1Y | 0.0% | +398.4% | -398.5% | -16.0% |
| 3Y | +65.9% | +42.1% | +23.8% | +55.3% |
| 5Y | +109.6% | -63.5% | +173.0% | +117.3% |
| All | +109.6% | -63.6% | +173.2% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling