+2,624.8%
TFC vs CTAS
+26,233.5%
-23,608.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +7.8% | +10.7% | -3.0% | +3.4% |
| 3M | -3.0% | +11.0% | -14.0% | -7.1% |
| 6M | +5.8% | +38.7% | -32.9% | -8.0% |
| YTD | +5.3% | +21.8% | -16.5% | -3.7% |
| 1Y | +15.7% | +23.6% | -7.9% | +5.2% |
| 3Y | +94.8% | +74.9% | +19.9% | +52.5% |
| 5Y | 0.0% | +119.5% | -119.4% | -29.0% |
| 10Y | +79.0% | +820.2% | -741.2% | -25.2% |
| All | +2,624.8% | +26,233.5% | -23,608.7% | +596.1% |
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 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