+330.4%
TSM vs CTAS
+74.7%
+255.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +6.2% | +2.0% | +4.2% | +6.0% |
| 30D | -7.3% | +8.7% | -16.0% | -8.4% |
| 3M | -7.1% | +13.3% | -20.4% | -8.9% |
| 6M | +0.2% | +39.4% | -39.2% | -7.7% |
| YTD | +32.2% | +21.5% | +10.7% | +27.2% |
| 1Y | +42.8% | +21.9% | +20.9% | +37.1% |
| 3Y | +330.4% | +73.6% | +256.8% | +253.6% |
| All | +330.4% | +74.7% | +255.7% | +253.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling