+748.4%
TT vs CTAS
+817.6%
-69.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +8.1% | +0.5% | +7.6% | +7.7% |
| 30D | -11.3% | +10.2% | -21.5% | -16.3% |
| 3M | -11.2% | +12.1% | -23.3% | -17.1% |
| 6M | -8.9% | +38.3% | -47.2% | -25.5% |
| YTD | +9.7% | +21.9% | -12.2% | -3.8% |
| 1Y | +1.3% | +24.0% | -22.8% | -12.2% |
| 3Y | +93.4% | +75.1% | +18.2% | +33.1% |
| 5Y | +133.5% | +116.9% | +16.6% | +40.3% |
| All | +748.4% | +817.6% | -69.2% | +140.8% |
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