+25.6%
CTAS vs TSN
+19.9%
+5.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.0% | +1.9% |
| 7D | +7.6% | +8.4% | -0.8% | +6.9% |
| 30D | +17.2% | +16.1% | +1.1% | +16.1% |
| 3M | +12.8% | +3.2% | +9.6% | +12.3% |
| 6M | +38.0% | -11.1% | +49.1% | +37.9% |
| YTD | +22.7% | +5.1% | +17.6% | +21.2% |
| 1Y | +25.6% | +19.4% | +6.2% | +24.0% |
| All | +25.6% | +19.9% | +5.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling