+820.2%
CTAS vs TSN
+17.5%
+802.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +10.7% | +11.8% | -1.0% | +7.1% |
| 3M | +11.0% | +7.1% | +3.9% | +8.5% |
| 6M | +38.7% | -9.2% | +47.9% | +42.1% |
| YTD | +21.8% | +4.8% | +17.0% | +18.7% |
| 1Y | +23.6% | +11.6% | +11.9% | +17.8% |
| 3Y | +74.9% | +41.5% | +33.4% | +52.1% |
| 5Y | +119.5% | -15.5% | +135.0% | +123.9% |
| 10Y | +820.2% | +16.9% | +803.4% | +704.0% |
| All | +820.2% | +17.5% | +802.7% | +704.0% |
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 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