+131.4%
TLT vs CTAS
+2,596.9%
-2,465.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | +0.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.2% |
| 30D | +5.1% | +10.3% | -5.1% | +6.3% |
| 3M | -0.2% | +10.2% | -10.4% | +1.0% |
| 6M | -2.9% | +34.4% | -37.3% | +0.6% |
| YTD | -2.7% | +19.6% | -22.2% | -0.5% |
| 1Y | -4.6% | +21.8% | -26.4% | -2.2% |
| 3Y | +6.1% | +74.1% | -68.0% | +14.6% |
| 5Y | -35.1% | +114.0% | -149.2% | -27.5% |
| 10Y | -12.5% | +813.9% | -826.4% | +27.6% |
| All | +131.4% | +2,596.9% | -2,465.4% | +343.7% |
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