+655.6%
CTAS vs THC
+1,000.2%
-344.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.8% | -0.7% | -1.2% | -1.7% |
| 30D | -0.2% | +1.3% | -1.5% | -0.5% |
| 3M | +11.7% | +64.2% | -52.6% | +2.0% |
| 6M | +0.7% | +8.3% | -7.6% | -1.4% |
| YTD | +7.4% | +33.4% | -26.0% | +1.0% |
| 1Y | -2.1% | +37.7% | -39.8% | -8.9% |
| 3Y | +62.9% | +236.8% | -173.8% | +25.9% |
| 5Y | +111.9% | +249.3% | -137.4% | +56.8% |
| All | +655.6% | +1,000.2% | -344.6% | +328.0% |
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