+98.6%
TFC vs CTAS
+658.8%
-560.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +2.2% | 0.0% | +2.3% | +2.2% |
| 30D | -2.5% | -1.0% | -1.5% | -2.0% |
| 3M | +4.5% | +15.8% | -11.2% | -5.4% |
| 6M | +11.0% | -1.0% | +12.0% | +10.3% |
| YTD | +5.9% | +7.4% | -1.5% | -0.2% |
| 1Y | +14.6% | -0.1% | +14.7% | +12.9% |
| 3Y | +96.7% | +66.3% | +30.4% | +34.9% |
| 5Y | +15.6% | +111.0% | -95.4% | -34.0% |
| 10Y | +98.6% | +662.9% | -564.3% | -43.4% |
| All | +98.6% | +658.8% | -560.2% | -43.4% |
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