+25.4%
TMO vs CTAS
+25.6%
-0.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.4% |
| 7D | +0.3% | +7.6% | -7.3% | -2.0% |
| 30D | +4.3% | +17.2% | -12.9% | -1.1% |
| 3M | +25.1% | +12.8% | +12.4% | +20.0% |
| 6M | +52.9% | +38.0% | +15.0% | +35.7% |
| YTD | +22.2% | +22.7% | -0.5% | +12.4% |
| 1Y | +25.4% | +25.6% | -0.3% | +13.5% |
| All | +25.4% | +25.6% | -0.3% | +13.5% |
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