+1,753.6%
TSM vs CTAS
+658.8%
+1,094.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +6.0% | 0.0% | +6.1% | +6.0% |
| 30D | +4.5% | -1.0% | +5.5% | +4.8% |
| 3M | +3.1% | +15.8% | -12.7% | -4.8% |
| 6M | +30.2% | -1.0% | +31.2% | +28.9% |
| YTD | +45.2% | +7.4% | +37.8% | +38.1% |
| 1Y | +79.6% | -0.1% | +79.7% | +76.2% |
| 3Y | +411.0% | +66.3% | +344.7% | +281.4% |
| 5Y | +290.7% | +111.0% | +179.7% | +156.9% |
| 10Y | +1,753.6% | +662.9% | +1,090.7% | +619.5% |
| All | +1,753.6% | +658.8% | +1,094.8% | +619.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling