+712.7%
TEL vs CTAS
+2,896.4%
-2,183.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | +4.5% | +2.0% | +2.5% | +3.2% |
| 30D | +2.9% | +8.7% | -5.8% | -3.0% |
| 3M | +1.1% | +13.3% | -12.1% | -7.5% |
| 6M | +5.0% | +39.4% | -34.4% | -17.4% |
| YTD | -3.9% | +21.5% | -25.4% | -17.4% |
| 1Y | -7.4% | +21.9% | -29.3% | -20.7% |
| 3Y | +81.0% | +73.6% | +7.3% | +17.7% |
| 5Y | +42.3% | +116.2% | -73.9% | -21.0% |
| 10Y | +284.8% | +818.2% | -533.3% | -28.4% |
| All | +712.7% | +2,896.4% | -2,183.7% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling