-23.6%
TMUS vs CTAS
-0.9%
-22.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | +3.1% | -1.0% | +4.1% | +3.3% |
| 3M | +2.4% | +15.8% | -13.3% | -0.7% |
| 6M | -17.1% | -1.0% | -16.1% | -16.3% |
| YTD | -9.1% | +7.4% | -16.5% | -10.6% |
| 1Y | -23.6% | -0.1% | -23.5% | -23.5% |
| All | -23.6% | -0.9% | -22.7% | -23.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling