+240.3%
TTMI vs CTAS
+2,901.2%
-2,660.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.4% |
| 7D | +7.2% | -0.8% | +8.0% | +7.8% |
| 30D | -28.7% | +10.7% | -39.4% | -33.9% |
| 3M | -39.8% | +11.0% | -50.8% | -44.7% |
| 6M | -51.7% | +38.7% | -90.5% | -63.0% |
| YTD | +14.1% | +21.8% | -7.7% | -5.2% |
| 1Y | +16.0% | +23.6% | -7.6% | -4.8% |
| 3Y | +452.7% | +74.9% | +377.7% | +249.7% |
| 5Y | +451.5% | +119.5% | +332.0% | +197.1% |
| 10Y | +443.1% | +820.2% | -377.1% | -2.4% |
| All | +240.3% | +2,901.2% | -2,660.9% | -76.3% |
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