+901.9%
TTMI vs CTAS
+65.1%
+836.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +12.2% | 0.0% | +12.2% | +12.2% |
| 30D | -5.7% | -1.0% | -4.7% | -5.7% |
| 3M | -27.5% | +15.8% | -43.2% | -31.5% |
| 6M | +47.1% | -1.0% | +48.1% | +48.2% |
| YTD | +87.5% | +7.4% | +80.0% | +81.9% |
| 1Y | +175.2% | -0.1% | +175.3% | +176.1% |
| 3Y | +901.9% | +66.3% | +835.6% | +611.9% |
| All | +901.9% | +65.1% | +836.9% | +611.9% |
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