+15,818.7%
TT vs CTAS
+23,129.2%
-7,310.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.2% | -1.8% | +1.6% | +0.6% |
| 30D | -7.4% | -0.2% | -7.2% | -7.3% |
| 3M | -3.2% | +11.7% | -14.9% | -8.5% |
| 6M | +1.1% | +0.7% | +0.4% | -0.3% |
| YTD | +15.6% | +7.4% | +8.2% | +10.8% |
| 1Y | +9.2% | -2.1% | +11.3% | +8.7% |
| 3Y | +124.4% | +62.9% | +61.4% | +76.9% |
| 5Y | +138.0% | +111.9% | +26.1% | +67.9% |
| 10Y | +886.4% | +652.2% | +234.2% | +302.5% |
| All | +15,818.7% | +23,129.2% | -7,310.6% | +2,170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling