-80.5%
TE vs CTAS
+245.2%
-325.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -19.1% | +2.0% | -21.0% | -19.4% |
| 30D | -34.1% | +8.7% | -42.8% | -35.4% |
| 3M | -60.1% | +13.3% | -73.4% | -61.3% |
| 6M | -66.0% | +39.4% | -105.3% | -69.2% |
| YTD | -71.4% | +21.5% | -92.9% | -73.3% |
| 1Y | -45.3% | +21.9% | -67.2% | -48.9% |
| 3Y | +9.1% | +73.6% | -64.5% | -10.1% |
| 5Y | -82.6% | +116.2% | -198.8% | -86.7% |
| All | -80.5% | +245.2% | -325.7% | -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