+834.0%
CTAS vs THC
+1,421.6%
-587.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +1.2% | +3.7% | -2.5% | +0.5% |
| 30D | +12.8% | +9.0% | +3.7% | +11.0% |
| 3M | +10.3% | +10.4% | -0.1% | +8.2% |
| 6M | +32.0% | +45.7% | -13.7% | +22.7% |
| YTD | +19.1% | +42.6% | -23.4% | +10.5% |
| 1Y | +21.5% | +38.8% | -17.3% | +12.9% |
| 3Y | +76.0% | +418.8% | -342.8% | +25.7% |
| 5Y | +110.9% | +275.7% | -164.8% | +53.9% |
| All | +834.0% | +1,421.6% | -587.7% | +408.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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