+250.1%
CTAS vs TXG
+16.0%
+234.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.8% | +1.8% | -3.6% | -2.0% |
| 30D | -0.2% | +32.0% | -32.2% | -3.4% |
| 3M | +11.7% | +87.0% | -75.3% | +3.4% |
| 6M | +0.7% | +180.1% | -179.4% | -11.4% |
| YTD | +7.4% | +284.1% | -276.7% | -9.2% |
| 1Y | -2.1% | +361.7% | -363.8% | -19.8% |
| 3Y | +62.9% | +15.9% | +47.0% | +53.0% |
| 5Y | +111.9% | -66.2% | +178.1% | +125.3% |
| All | +250.1% | +16.0% | +234.1% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling