+20,389.3%
TXN vs CTAS
+23,129.2%
-2,739.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -0.1% | -1.8% | +1.7% | +0.7% |
| 30D | -6.9% | -0.2% | -6.7% | -7.0% |
| 3M | -14.9% | +11.7% | -26.6% | -20.1% |
| 6M | +29.0% | +0.7% | +28.3% | +26.6% |
| YTD | +51.5% | +7.4% | +44.1% | +44.2% |
| 1Y | +41.6% | -2.1% | +43.7% | +40.5% |
| 3Y | +65.8% | +62.9% | +2.9% | +29.4% |
| 5Y | +56.8% | +111.9% | -55.1% | +8.7% |
| 10Y | +387.5% | +652.2% | -264.7% | +87.2% |
| All | +20,389.3% | +23,129.2% | -2,739.9% | +2,380.3% |
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