+320.5%
TMUS vs CTAS
+2,684.7%
-2,364.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | +0.1% | -1.8% | +1.9% | +1.0% |
| 30D | +5.3% | -0.2% | +5.5% | +5.3% |
| 3M | +3.1% | +11.7% | -8.6% | -3.3% |
| 6M | -16.5% | +0.7% | -17.2% | -17.6% |
| YTD | -9.2% | +7.4% | -16.6% | -13.6% |
| 1Y | -26.5% | -2.1% | -24.4% | -26.7% |
| 3Y | +39.0% | +62.9% | -23.9% | +2.6% |
| 5Y | +40.4% | +111.9% | -71.5% | -12.2% |
| 10Y | +303.7% | +652.2% | -348.5% | +4.5% |
| All | +320.5% | +2,684.7% | -2,364.2% | -57.8% |
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