+43.3%
TGT vs CTAS
+66.0%
-22.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -3.6% | +1.0% | -4.6% | -3.9% |
| 30D | +4.4% | -1.1% | +5.5% | +4.8% |
| 3M | +25.4% | +11.5% | +13.9% | +21.0% |
| 6M | +33.4% | +0.2% | +33.2% | +32.9% |
| YTD | +65.6% | +7.2% | +58.4% | +61.3% |
| 1Y | +80.3% | 0.0% | +80.3% | +79.3% |
| All | +43.3% | +66.0% | -22.7% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling