+2,700.2%
TFC vs CTAS
+23,129.2%
-20,429.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | -1.8% | +4.2% | +3.2% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +6.1% | +11.7% | -5.6% | +0.9% |
| 6M | +7.3% | +0.7% | +6.6% | +6.3% |
| YTD | +8.2% | +7.4% | +0.8% | +4.3% |
| 1Y | +14.4% | -2.1% | +16.5% | +14.4% |
| 3Y | +93.7% | +62.9% | +30.8% | +56.2% |
| 5Y | +16.4% | +111.9% | -95.5% | -16.1% |
| 10Y | +101.6% | +652.2% | -550.6% | -8.9% |
| All | +2,700.2% | +23,129.2% | -20,429.1% | +653.5% |
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