-80.5%
TE vs CTAS
+244.4%
-324.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.9% |
| 7D | -19.1% | +1.7% | -20.8% | -19.3% |
| 30D | -34.1% | +8.4% | -42.6% | -35.4% |
| 3M | -60.1% | +13.0% | -73.1% | -61.3% |
| 6M | -66.0% | +39.1% | -105.0% | -69.2% |
| YTD | -71.4% | +21.2% | -92.6% | -73.2% |
| 1Y | -45.3% | +21.6% | -66.9% | -48.8% |
| 3Y | +9.1% | +73.2% | -64.1% | -10.1% |
| 5Y | -82.6% | +115.7% | -198.3% | -86.7% |
| All | -80.5% | +244.4% | -324.9% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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