+411.3%
TTMI vs CTAS
+817.6%
-406.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +22.6% | +0.5% | +22.1% | +22.3% |
| 30D | -34.3% | +10.2% | -44.5% | -37.8% |
| 3M | -44.8% | +12.1% | -56.9% | -48.3% |
| 6M | -53.3% | +38.3% | -91.6% | -62.0% |
| YTD | +10.6% | +21.9% | -11.3% | -3.9% |
| 1Y | +8.2% | +24.0% | -15.8% | -7.0% |
| 3Y | +435.7% | +75.1% | +360.5% | +269.1% |
| 5Y | +434.2% | +116.9% | +317.2% | +223.3% |
| All | +411.3% | +817.6% | -406.4% | +31.3% |
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