+1,502.2%
TSM vs CTAS
+848.9%
+653.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -14.3% | +10.3% | -24.5% | -18.1% |
| 3M | -7.2% | +10.2% | -17.4% | -11.5% |
| 6M | -5.1% | +34.4% | -39.5% | -18.6% |
| YTD | +28.9% | +19.6% | +9.3% | +16.5% |
| 1Y | +37.1% | +21.8% | +15.3% | +22.7% |
| 3Y | +341.5% | +74.1% | +267.3% | +223.1% |
| 5Y | +245.7% | +114.0% | +131.7% | +125.9% |
| 10Y | +1,502.2% | +813.9% | +688.3% | +522.9% |
| All | +1,502.2% | +848.9% | +653.3% | +522.9% |
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 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