-20.7%
TLT vs CTAS
+658.8%
-679.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -0.3% | -1.0% | +0.7% | -0.3% |
| 3M | -1.7% | +15.8% | -17.5% | -1.0% |
| 6M | -4.9% | -1.0% | -3.9% | -4.9% |
| YTD | -2.8% | +7.4% | -10.2% | -2.4% |
| 1Y | -4.2% | -0.1% | -4.1% | -4.2% |
| 3Y | -1.1% | +66.3% | -67.4% | +3.1% |
| 5Y | -33.7% | +111.0% | -144.7% | -29.0% |
| 10Y | -20.7% | +662.9% | -683.6% | +1.2% |
| All | -20.7% | +658.8% | -679.5% | +1.2% |
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