+451.5%
TTMI vs CTAS
+118.7%
+332.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.7% |
| 7D | +7.2% | -0.8% | +8.0% | +7.5% |
| 30D | -28.7% | +10.7% | -39.4% | -31.5% |
| 3M | -39.8% | +11.0% | -50.8% | -42.4% |
| 6M | -51.7% | +38.7% | -90.5% | -59.8% |
| YTD | +14.1% | +21.8% | -7.7% | +2.0% |
| 1Y | +16.0% | +23.6% | -7.6% | +2.6% |
| 3Y | +452.7% | +74.9% | +377.7% | +267.8% |
| 5Y | +451.5% | +119.5% | +332.0% | +190.7% |
| All | +451.5% | +118.7% | +332.8% | +190.7% |
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