-12.2%
TLT vs CTAS
+817.6%
-829.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | +2.2% | +10.2% | -8.1% | +2.6% |
| 3M | -1.7% | +12.1% | -13.8% | -1.2% |
| 6M | -4.0% | +38.3% | -42.2% | -2.4% |
| YTD | -4.9% | +21.9% | -26.8% | -4.0% |
| 1Y | -7.4% | +24.0% | -31.4% | -6.3% |
| 3Y | +3.0% | +75.1% | -72.1% | +7.4% |
| 5Y | -35.1% | +116.9% | -152.0% | -30.9% |
| All | -12.2% | +817.6% | -829.9% | +10.5% |
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 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