+328.6%
TMO vs CTAS
+687.6%
-359.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | -0.6% | +0.5% | -1.2% | -0.9% |
| 30D | +1.1% | -0.7% | +1.9% | +1.4% |
| 3M | +28.3% | +11.1% | +17.3% | +22.7% |
| 6M | +23.3% | +2.1% | +21.1% | +21.6% |
| YTD | +5.5% | +8.0% | -2.5% | +1.6% |
| 1Y | +24.5% | -0.5% | +25.0% | +23.8% |
| 3Y | +19.6% | +66.2% | -46.6% | -5.3% |
| 5Y | +8.1% | +109.2% | -101.1% | -22.3% |
| All | +328.6% | +687.6% | -359.0% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling