+683.8%
TEL vs CTAS
+2,549.0%
-1,865.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +3.0% | -1.8% | +4.8% | +4.2% |
| 30D | -3.9% | -0.2% | -3.7% | -3.9% |
| 3M | -5.1% | +11.7% | -16.8% | -12.8% |
| 6M | +0.6% | +0.7% | -0.1% | -1.2% |
| YTD | -7.3% | +7.4% | -14.7% | -13.1% |
| 1Y | +1.1% | -2.1% | +3.2% | +0.5% |
| 3Y | +63.7% | +62.9% | +0.7% | +11.2% |
| 5Y | +50.7% | +111.9% | -61.2% | -15.0% |
| 10Y | +290.2% | +652.2% | -362.0% | -16.4% |
| All | +683.8% | +2,549.0% | -1,865.2% | -53.5% |
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 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