+80.9%
TFC vs CTAS
+820.8%
-740.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.3% |
| 30D | +9.0% | +11.3% | -2.3% | +1.9% |
| 3M | -2.1% | +11.4% | -13.5% | -8.8% |
| 6M | +3.4% | +35.6% | -32.3% | -15.7% |
| YTD | +5.3% | +20.7% | -15.4% | -7.9% |
| 1Y | +16.2% | +22.8% | -6.7% | +0.4% |
| 3Y | +94.8% | +73.4% | +21.4% | +30.4% |
| 5Y | -0.7% | +117.6% | -118.3% | -44.1% |
| 10Y | +80.9% | +818.4% | -737.6% | -50.3% |
| All | +80.9% | +820.8% | -740.0% | -50.3% |
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