+683.8%
CTAS vs TECH
+179.6%
+504.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -1.1% | +0.3% | -1.4% | -1.1% |
| 3M | +11.5% | +32.9% | -21.4% | +2.4% |
| 6M | +0.2% | +32.1% | -31.9% | -9.1% |
| YTD | +7.2% | +23.4% | -16.2% | -1.4% |
| 1Y | 0.0% | +34.1% | -34.1% | -11.0% |
| 3Y | +65.9% | +2.2% | +63.7% | +53.1% |
| 5Y | +109.6% | -41.8% | +151.4% | +133.5% |
| 10Y | +683.8% | +188.9% | +494.8% | +320.5% |
| All | +683.8% | +179.6% | +504.2% | +320.5% |
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