+275.3%
TMUS vs CTAS
+2,988.7%
-2,713.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.8% |
| 7D | +3.6% | +1.2% | +2.4% | +2.9% |
| 30D | -3.4% | +12.8% | -16.1% | -9.5% |
| 3M | -9.5% | +10.3% | -19.7% | -14.4% |
| 6M | -15.2% | +32.0% | -47.2% | -27.6% |
| YTD | -18.9% | +19.1% | -38.1% | -27.2% |
| 1Y | -17.7% | +21.5% | -39.2% | -26.9% |
| 3Y | +15.6% | +76.0% | -60.4% | -18.1% |
| 5Y | +38.9% | +110.9% | -72.0% | -12.7% |
| 10Y | +245.3% | +849.8% | -604.5% | -22.6% |
| All | +275.3% | +2,988.7% | -2,713.5% | -64.4% |
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 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