+49.5%
TXN vs CTAS
+1.1%
+48.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.8% |
| 7D | +4.0% | +0.5% | +3.5% | +4.0% |
| 30D | -2.9% | -0.7% | -2.1% | -2.8% |
| 3M | -9.1% | +11.1% | -20.2% | -9.9% |
| 6M | +36.6% | +2.1% | +34.5% | +41.5% |
| YTD | +57.5% | +8.0% | +49.5% | +57.2% |
| 1Y | +49.5% | -0.5% | +50.0% | +54.2% |
| All | +49.5% | +1.1% | +48.5% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling