+220.3%
TTMI vs CTAS
+2,887.7%
-2,667.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | +11.4% | +1.7% | +9.6% | +10.2% |
| 30D | -28.3% | +8.4% | -36.7% | -32.6% |
| 3M | -46.7% | +13.0% | -59.7% | -51.5% |
| 6M | -56.1% | +39.1% | -95.2% | -66.5% |
| YTD | +7.4% | +21.2% | -13.9% | -10.5% |
| 1Y | +17.4% | +21.6% | -4.2% | -2.4% |
| 3Y | +429.1% | +73.2% | +355.9% | +237.0% |
| 5Y | +418.8% | +115.7% | +303.1% | +182.7% |
| 10Y | +411.2% | +816.1% | -404.8% | -7.9% |
| All | +220.3% | +2,887.7% | -2,667.4% | -77.6% |
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