+71.9%
TXN vs CTAS
+66.0%
+5.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | -6.7% | -1.1% | -5.7% | -6.4% |
| 3M | -8.9% | +11.5% | -20.4% | -13.8% |
| 6M | +34.7% | +0.2% | +34.5% | +34.6% |
| YTD | +53.3% | +7.2% | +46.1% | +47.3% |
| 1Y | +45.0% | 0.0% | +45.0% | +44.6% |
| All | +71.9% | +66.0% | +5.9% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling