-25.0%
TGT vs CTAS
+110.0%
-135.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -3.6% | +1.0% | -4.6% | -4.1% |
| 30D | +4.4% | -1.1% | +5.5% | +5.0% |
| 3M | +25.4% | +11.5% | +13.9% | +18.3% |
| 6M | +33.4% | +0.2% | +33.2% | +32.6% |
| YTD | +65.6% | +7.2% | +58.4% | +58.5% |
| 1Y | +80.3% | 0.0% | +80.3% | +78.9% |
| 3Y | +42.1% | +65.9% | -23.8% | -4.0% |
| 5Y | -25.0% | +109.6% | -134.6% | -60.1% |
| All | -25.0% | +110.0% | -135.0% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling