+111.0%
CTAS vs TSN
-20.8%
+131.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | 0.0% | -5.0% | +5.0% | +0.9% |
| 30D | -1.0% | -9.1% | +8.1% | +0.8% |
| 3M | +15.8% | -7.4% | +23.2% | +17.4% |
| 6M | -1.0% | -13.4% | +12.4% | +1.4% |
| YTD | +7.4% | -8.5% | +15.9% | +8.4% |
| 1Y | -0.1% | -3.2% | +3.1% | -0.7% |
| 3Y | +66.3% | +11.5% | +54.8% | +58.8% |
| 5Y | +111.0% | -19.5% | +130.5% | +122.5% |
| All | +111.0% | -20.8% | +131.8% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling