-3.0%
TFC vs CTAS
+109.9%
-113.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | +1.2% | +1.2% | +0.1% | +0.7% |
| 30D | +8.3% | +12.8% | -4.4% | +2.2% |
| 3M | -5.2% | +10.3% | -15.5% | -9.7% |
| 6M | -0.8% | +32.0% | -32.8% | -14.3% |
| YTD | +3.4% | +19.1% | -15.7% | -6.1% |
| 1Y | +17.0% | +21.5% | -4.5% | +5.0% |
| 3Y | +86.2% | +76.0% | +10.1% | +33.1% |
| All | -3.0% | +109.9% | -113.0% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling