+1,672.6%
TSM vs CTAS
+817.6%
+855.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | +0.5% | +14.3% | +14.6% |
| 30D | -8.9% | +10.2% | -19.1% | -12.9% |
| 3M | -5.3% | +12.1% | -17.3% | -10.3% |
| 6M | +2.6% | +38.3% | -35.7% | -13.0% |
| YTD | +34.5% | +21.9% | +12.6% | +20.6% |
| 1Y | +41.0% | +24.0% | +17.0% | +25.2% |
| 3Y | +333.1% | +75.1% | +258.0% | +216.5% |
| 5Y | +270.1% | +116.9% | +153.2% | +140.5% |
| All | +1,672.6% | +817.6% | +855.0% | +588.6% |
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