+86.2%
TFC vs CTAS
+75.4%
+10.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.2% |
| 7D | +1.2% | +1.2% | +0.1% | +0.8% |
| 30D | +8.3% | +12.8% | -4.4% | +3.2% |
| 3M | -5.2% | +10.3% | -15.5% | -9.0% |
| 6M | -0.8% | +32.0% | -32.8% | -12.4% |
| YTD | +3.4% | +19.1% | -15.7% | -4.6% |
| 1Y | +17.0% | +21.5% | -4.5% | +6.9% |
| 3Y | +86.2% | +76.0% | +10.1% | +45.7% |
| All | +86.2% | +75.4% | +10.8% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling