+813.9%
CTAS vs THC
+1,325.8%
-511.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | 0.0% |
| 7D | -0.7% | +7.5% | -8.2% | -2.1% |
| 30D | +10.3% | +9.6% | +0.7% | +8.4% |
| 3M | +10.2% | +10.3% | -0.1% | +8.1% |
| 6M | +34.4% | +51.8% | -17.4% | +23.7% |
| YTD | +19.6% | +45.4% | -25.9% | +10.3% |
| 1Y | +21.8% | +40.8% | -19.0% | +12.7% |
| 3Y | +74.1% | +448.8% | -374.7% | +21.8% |
| 5Y | +114.0% | +263.4% | -149.3% | +55.6% |
| 10Y | +813.9% | +1,800.1% | -986.1% | +382.3% |
| All | +813.9% | +1,325.8% | -511.8% | +382.3% |
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