+750.6%
TT vs CTAS
+848.9%
-98.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.5% |
| 7D | +1.7% | -0.7% | +2.5% | +2.1% |
| 30D | -11.8% | +10.3% | -22.1% | -16.8% |
| 3M | -12.6% | +10.2% | -22.8% | -17.6% |
| 6M | -9.4% | +34.4% | -43.7% | -24.7% |
| YTD | +8.8% | +19.6% | -10.7% | -3.6% |
| 1Y | -2.5% | +21.8% | -24.3% | -14.6% |
| 3Y | +95.7% | +74.1% | +21.5% | +35.0% |
| 5Y | +135.7% | +114.0% | +21.7% | +42.7% |
| 10Y | +750.6% | +813.9% | -63.3% | +142.9% |
| All | +750.6% | +848.9% | -98.3% | +142.9% |
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