+21.4%
TMUS vs CTAS
+74.7%
-53.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +4.9% | +2.0% | +2.9% | +4.3% |
| 30D | +7.7% | +8.7% | -1.0% | +4.9% |
| 3M | -6.8% | +13.3% | -20.1% | -10.5% |
| 6M | -9.7% | +39.4% | -49.1% | -19.1% |
| YTD | -15.0% | +21.5% | -36.4% | -20.4% |
| 1Y | -19.1% | +21.9% | -41.0% | -24.4% |
| 3Y | +21.4% | +73.6% | -52.2% | +14.4% |
| All | +21.4% | +74.7% | -53.3% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling