+74.1%
CTAS vs TSN
+42.6%
+31.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.7% | +4.9% | -5.6% | -1.6% |
| 30D | +10.3% | +12.1% | -1.8% | +8.1% |
| 3M | +10.2% | +4.1% | +6.1% | +9.3% |
| 6M | +34.4% | -10.9% | +45.2% | +36.9% |
| YTD | +19.6% | +4.8% | +14.8% | +17.4% |
| 1Y | +21.8% | +17.6% | +4.1% | +16.3% |
| 3Y | +74.1% | +43.2% | +30.9% | +61.4% |
| All | +74.1% | +42.6% | +31.5% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling