+6,175.2%
TGT vs CTAS
+23,132.7%
-16,957.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +9.5% | -1.0% | +10.5% | +9.9% |
| 3M | +32.3% | +15.8% | +16.5% | +25.6% |
| 6M | +37.0% | -1.0% | +38.0% | +36.9% |
| YTD | +71.0% | +7.4% | +63.6% | +66.1% |
| 1Y | +85.0% | -0.1% | +85.2% | +84.1% |
| 3Y | +46.8% | +66.3% | -19.5% | +21.2% |
| 5Y | -22.7% | +111.0% | -133.7% | -41.0% |
| 10Y | +216.3% | +662.9% | -446.6% | +49.8% |
| All | +6,175.2% | +23,132.7% | -16,957.5% | +1,104.0% |
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