+16.3%
TFC vs CTAS
-0.4%
+16.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | -2.8% | -3.1% | +0.2% | -2.0% |
| 3M | +2.1% | +10.3% | -8.1% | -1.2% |
| 6M | +10.1% | +1.6% | +8.5% | +9.7% |
| YTD | +5.4% | +6.3% | -0.9% | +2.8% |
| 1Y | +16.3% | -0.5% | +16.8% | +13.1% |
| All | +16.3% | -0.4% | +16.7% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling