+51.8%
TMUS vs CTAS
+115.9%
-64.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +4.9% | +2.0% | +2.9% | +4.1% |
| 30D | +7.7% | +8.7% | -1.0% | +4.2% |
| 3M | -6.8% | +13.3% | -20.1% | -11.3% |
| 6M | -9.7% | +39.4% | -49.1% | -21.2% |
| YTD | -15.0% | +21.5% | -36.4% | -21.8% |
| 1Y | -19.1% | +21.9% | -41.0% | -25.8% |
| 3Y | +21.4% | +73.6% | -52.2% | -5.7% |
| All | +51.8% | +115.9% | -64.1% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling