-7.0%
TLT vs CTAS
+23.6%
-30.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.1% | +2.0% | -5.1% | -3.3% |
| 30D | +1.0% | +8.7% | -7.6% | +0.4% |
| 3M | -2.7% | +13.3% | -16.0% | -3.6% |
| 6M | -4.1% | +39.4% | -43.5% | -6.5% |
| YTD | -5.4% | +21.5% | -26.8% | -6.9% |
| 1Y | -7.0% | +21.9% | -28.9% | -8.5% |
| All | -7.0% | +23.6% | -30.6% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling