+42.0%
TMUS vs CTAS
+113.1%
-71.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | +0.1% | -1.8% | +1.9% | +0.8% |
| 30D | +5.3% | -0.2% | +5.5% | +5.3% |
| 3M | +3.1% | +11.7% | -8.6% | -1.5% |
| 6M | -16.5% | +0.7% | -17.2% | -17.0% |
| YTD | -9.2% | +7.4% | -16.6% | -12.2% |
| 1Y | -26.5% | -2.1% | -24.4% | -26.3% |
| 3Y | +39.0% | +62.9% | -23.9% | +10.5% |
| All | +42.0% | +113.1% | -71.1% | -4.7% |
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