+671.2%
CTAS vs TSN
-5.9%
+677.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | -3.1% | -6.2% | +3.1% | -1.4% |
| 3M | +10.3% | -5.7% | +16.0% | +11.8% |
| 6M | +1.6% | -11.4% | +13.0% | +4.4% |
| YTD | +6.3% | -8.2% | +14.5% | +7.8% |
| 1Y | -0.5% | -2.0% | +1.5% | -1.3% |
| 3Y | +64.6% | +11.9% | +52.7% | +54.1% |
| 5Y | +106.0% | -17.8% | +123.8% | +110.3% |
| All | +671.2% | -5.9% | +677.1% | +609.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling