+56.4%
TXN vs CTAS
+107.0%
-50.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | +2.0% | -1.3% | +3.3% | +2.7% |
| 30D | -8.0% | -3.1% | -4.9% | -6.6% |
| 3M | -7.8% | +10.3% | -18.0% | -14.0% |
| 6M | +32.4% | +1.6% | +30.8% | +29.5% |
| YTD | +51.7% | +6.3% | +45.4% | +43.6% |
| 1Y | +44.3% | -0.5% | +44.8% | +42.4% |
| 3Y | +71.3% | +64.6% | +6.7% | +15.9% |
| 5Y | +56.4% | +106.0% | -49.6% | -12.1% |
| All | +56.4% | +107.0% | -50.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling