+91.5%
TT vs CTAS
+74.7%
+16.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +4.0% | +2.0% | +2.1% | +3.4% |
| 30D | -11.3% | +8.7% | -20.0% | -13.8% |
| 3M | -12.3% | +13.3% | -25.6% | -16.0% |
| 6M | -10.8% | +39.4% | -50.2% | -21.8% |
| YTD | +8.2% | +21.5% | -13.3% | +0.5% |
| 1Y | +1.5% | +21.9% | -20.4% | -5.9% |
| 3Y | +91.5% | +73.6% | +17.8% | +51.9% |
| All | +91.5% | +74.7% | +16.7% | +51.9% |
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 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