+131.3%
TLT vs CTAS
+2,587.2%
-2,455.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.2% |
| 7D | +0.1% | +1.2% | -1.1% | +0.2% |
| 30D | +6.2% | +12.8% | -6.6% | +7.7% |
| 3M | +0.1% | +10.3% | -10.2% | +1.2% |
| 6M | -3.0% | +32.0% | -35.0% | +0.4% |
| YTD | -2.7% | +19.1% | -21.9% | -0.5% |
| 1Y | -4.8% | +21.5% | -26.3% | -2.5% |
| 3Y | +6.9% | +76.0% | -69.1% | +15.7% |
| 5Y | -34.5% | +110.9% | -145.3% | -26.9% |
| 10Y | -17.3% | +849.8% | -867.1% | +21.4% |
| All | +131.3% | +2,587.2% | -2,455.9% | +343.3% |
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