+36.0%
TSM vs CTAS
+25.6%
+10.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -1.6% |
| 7D | -10.0% | +7.6% | -17.6% | -8.1% |
| 30D | -18.5% | +17.2% | -35.7% | -15.2% |
| 3M | -4.9% | +12.8% | -17.6% | -1.8% |
| 6M | -1.0% | +38.0% | -38.9% | +2.1% |
| YTD | +31.3% | +22.7% | +8.5% | +41.6% |
| 1Y | +36.0% | +25.6% | +10.4% | +48.2% |
| All | +36.0% | +25.6% | +10.4% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling