+23,259.7%
CTAS vs THC
+508.9%
+22,750.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +11.7% | +64.2% | -52.6% | +3.7% |
| 6M | +0.7% | +8.3% | -7.6% | -1.0% |
| YTD | +7.4% | +33.4% | -26.0% | +2.1% |
| 1Y | -2.1% | +37.7% | -39.8% | -7.6% |
| 3Y | +62.9% | +236.8% | -173.8% | +32.7% |
| 5Y | +111.9% | +249.3% | -137.4% | +66.9% |
| 10Y | +652.2% | +995.2% | -343.1% | +354.7% |
| All | +23,259.7% | +508.9% | +22,750.9% | +11,321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling