+6,477.2%
TRV vs CTAS
+23,129.2%
-16,652.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -0.1% | -1.8% | +1.7% | +0.5% |
| 30D | -3.4% | -0.2% | -3.2% | -3.4% |
| 3M | +26.4% | +11.7% | +14.7% | +21.4% |
| 6M | +19.3% | +0.7% | +18.6% | +18.4% |
| YTD | +28.3% | +7.4% | +20.9% | +24.6% |
| 1Y | +34.3% | -2.1% | +36.4% | +34.4% |
| 3Y | +140.1% | +62.9% | +77.2% | +100.8% |
| 5Y | +155.7% | +111.9% | +43.8% | +93.3% |
| 10Y | +285.5% | +652.2% | -366.6% | +90.8% |
| All | +6,477.2% | +23,129.2% | -16,652.1% | +1,441.9% |
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