+2,577.1%
TFC vs CTAS
+25,665.7%
-23,088.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.0% |
| YTD | +3.4% | +19.1% | -15.7% | -4.5% |
| 1Y | +17.0% | +21.5% | -4.5% | +7.1% |
| 3Y | +86.2% | +76.0% | +10.1% | +45.3% |
| 5Y | -2.3% | +110.9% | -113.2% | -29.5% |
| 10Y | +93.9% | +849.8% | -755.9% | -19.7% |
| All | +2,577.1% | +25,665.7% | -23,088.6% | +590.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling