+203.4%
TGT vs CTAS
+675.6%
-472.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -5.0% | -1.3% | -3.8% | -4.6% |
| 30D | +3.0% | -3.1% | +6.1% | +4.3% |
| 3M | +22.6% | +10.3% | +12.3% | +18.1% |
| 6M | +31.2% | +1.6% | +29.6% | +29.8% |
| YTD | +63.7% | +6.3% | +57.4% | +59.1% |
| 1Y | +78.5% | -0.5% | +79.0% | +77.7% |
| 3Y | +40.5% | +64.6% | -24.1% | +13.7% |
| 5Y | -25.6% | +106.0% | -131.6% | -44.6% |
| All | +203.4% | +675.6% | -472.3% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling