+236.4%
TSM vs CTAS
+109.9%
+126.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.9% |
| 7D | -7.6% | +1.2% | -8.7% | -8.0% |
| 30D | -20.5% | +12.8% | -33.3% | -24.1% |
| 3M | -10.0% | +10.3% | -20.3% | -13.5% |
| 6M | -10.1% | +32.0% | -42.0% | -21.2% |
| YTD | +24.5% | +19.1% | +5.4% | +14.3% |
| 1Y | +31.2% | +21.5% | +9.7% | +19.0% |
| 3Y | +322.0% | +76.0% | +245.9% | +193.4% |
| All | +236.4% | +109.9% | +126.4% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling