+131.2%
TLT vs CTAS
+2,322.7%
-2,191.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -0.4% | -1.8% | +1.4% | -0.6% |
| 30D | -0.6% | -0.2% | -0.4% | -0.6% |
| 3M | -2.7% | +11.7% | -14.4% | -1.4% |
| 6M | -5.6% | +0.7% | -6.3% | -5.4% |
| YTD | -2.8% | +7.4% | -10.2% | -1.8% |
| 1Y | -1.4% | -2.1% | +0.7% | -1.5% |
| 3Y | -1.6% | +62.9% | -64.5% | +5.6% |
| 5Y | -33.8% | +111.9% | -145.7% | -25.9% |
| 10Y | -21.1% | +652.2% | -673.3% | +12.0% |
| All | +131.2% | +2,322.7% | -2,191.5% | +337.7% |
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