+146.0%
TT vs CTAS
+113.1%
+32.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | 0.0% | -1.8% | +1.8% | +1.0% |
| 30D | -7.2% | -0.2% | -7.0% | -7.1% |
| 3M | -3.0% | +11.7% | -14.7% | -9.7% |
| 6M | +1.4% | +0.7% | +0.6% | 0.0% |
| YTD | +15.9% | +7.4% | +8.5% | +9.8% |
| 1Y | +9.4% | -2.1% | +11.5% | +9.6% |
| 3Y | +124.4% | +62.9% | +61.4% | +51.1% |
| All | +146.0% | +113.1% | +32.9% | +29.6% |
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