+443.1%
TTMI vs CTAS
+2,547.4%
-2,104.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +9.0% |
| 7D | +5.9% | -1.8% | +7.7% | +7.1% |
| 30D | -4.3% | -0.2% | -4.1% | -4.5% |
| 3M | -32.0% | +11.7% | -43.7% | -39.1% |
| 6M | +19.5% | +0.7% | +18.8% | +14.1% |
| YTD | +82.0% | +7.4% | +74.6% | +66.2% |
| 1Y | +172.6% | -2.1% | +174.7% | +162.8% |
| 3Y | +744.7% | +62.9% | +681.7% | +466.2% |
| 5Y | +805.6% | +111.9% | +693.7% | +403.1% |
| 10Y | +1,057.6% | +652.2% | +405.4% | +140.8% |
| All | +443.1% | +2,547.4% | -2,104.3% | -58.5% |
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