+66.7%
TEL vs CTAS
+66.0%
+0.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | -4.1% | -1.1% | -3.0% | -3.8% |
| 3M | -2.6% | +11.5% | -14.1% | -6.9% |
| 6M | 0.0% | +0.2% | -0.2% | -0.3% |
| YTD | -9.1% | +7.2% | -16.2% | -11.9% |
| 1Y | -0.8% | 0.0% | -0.8% | -1.3% |
| All | +66.7% | +66.0% | +0.6% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling