+23,259.8%
CTAS vs TSN
+890.5%
+22,369.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.8% | -6.3% | +4.5% | -0.3% |
| 30D | -0.2% | -10.8% | +10.6% | +2.5% |
| 3M | +11.7% | -8.8% | +20.4% | +14.0% |
| 6M | +0.7% | -16.8% | +17.5% | +4.8% |
| YTD | +7.4% | -10.0% | +17.4% | +9.4% |
| 1Y | -2.1% | -5.3% | +3.1% | -1.8% |
| 3Y | +62.9% | +8.5% | +54.4% | +56.3% |
| 5Y | +111.9% | -22.9% | +134.8% | +118.9% |
| 10Y | +652.2% | -12.6% | +664.8% | +627.7% |
| All | +23,259.8% | +890.5% | +22,369.3% | +9,958.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling