+6.9%
TLT vs CTAS
+75.4%
-68.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | +6.2% | +12.8% | -6.6% | +5.0% |
| 3M | +0.1% | +10.3% | -10.2% | -0.8% |
| 6M | -3.0% | +32.0% | -35.0% | -5.5% |
| YTD | -2.7% | +19.1% | -21.9% | -4.4% |
| 1Y | -4.8% | +21.5% | -26.3% | -6.7% |
| 3Y | +6.9% | +76.0% | -69.1% | -2.2% |
| All | +6.9% | +75.4% | -68.5% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling