+1.5%
TT vs CTAS
+23.7%
-22.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +3.5% | -0.8% | +4.3% | +3.5% |
| 30D | -11.0% | +10.7% | -21.8% | -11.7% |
| 3M | -12.0% | +11.0% | -23.0% | -12.7% |
| 6M | -10.4% | +38.7% | -49.2% | -14.9% |
| YTD | +9.9% | +21.8% | -11.8% | +9.3% |
| 1Y | +1.5% | +23.6% | -22.1% | +0.1% |
| All | +1.5% | +23.7% | -22.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling