+1,084.3%
TTMI vs CTAS
+675.6%
+408.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +6.0% | -1.3% | +7.3% | +6.7% |
| 30D | -6.4% | -3.1% | -3.3% | -5.3% |
| 3M | -28.9% | +10.3% | -39.2% | -34.2% |
| 6M | +26.9% | +1.6% | +25.2% | +22.3% |
| YTD | +77.3% | +6.3% | +71.0% | +66.2% |
| 1Y | +147.5% | -0.5% | +148.0% | +139.4% |
| 3Y | +847.6% | +64.6% | +783.1% | +576.0% |
| 5Y | +802.2% | +106.0% | +696.2% | +463.9% |
| All | +1,084.3% | +675.6% | +408.7% | +300.9% |
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 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