+8,094.7%
TMO vs CTAS
+23,132.7%
-15,038.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.4% | 0.0% | +0.5% | +0.4% |
| 30D | +1.5% | -1.0% | +2.5% | +1.9% |
| 3M | +28.5% | +15.8% | +12.8% | +22.5% |
| 6M | +20.4% | -1.0% | +21.4% | +20.3% |
| YTD | +4.3% | +7.4% | -3.1% | +1.5% |
| 1Y | +24.1% | -0.1% | +24.2% | +23.5% |
| 3Y | +17.5% | +66.3% | -48.8% | -1.5% |
| 5Y | +6.8% | +111.0% | -104.2% | -16.9% |
| 10Y | +311.9% | +662.9% | -351.0% | +109.1% |
| All | +8,094.7% | +23,132.7% | -15,038.0% | +1,741.2% |
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