+813.4%
CTAS vs TRGP
+822.5%
-9.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +1.7% | +12.4% | -10.6% | -0.8% |
| 30D | +8.4% | +2.6% | +5.8% | +7.5% |
| 3M | +13.0% | +11.9% | +1.2% | +9.8% |
| 6M | +39.1% | +13.9% | +25.2% | +34.1% |
| YTD | +21.2% | +64.2% | -43.0% | +7.3% |
| 1Y | +21.6% | +78.5% | -56.9% | +5.5% |
| 3Y | +73.2% | +272.9% | -199.7% | +25.4% |
| 5Y | +115.7% | +510.7% | -395.0% | +37.3% |
| All | +813.4% | +822.5% | -9.1% | +338.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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