+815.5%
CTAS vs TECH
+187.9%
+627.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | +8.7% | +0.5% | +8.2% | +8.5% |
| 3M | +13.3% | +1.1% | +12.2% | +13.0% |
| 6M | +39.4% | +62.8% | -23.4% | +20.8% |
| YTD | +21.5% | +24.5% | -3.0% | +11.6% |
| 1Y | +21.9% | +20.6% | +1.2% | +12.8% |
| 3Y | +73.6% | +29.5% | +44.2% | +47.0% |
| 5Y | +116.2% | -40.9% | +157.1% | +140.6% |
| All | +815.5% | +187.9% | +627.6% | +395.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling