+26,411.8%
CTAS vs TSN
+1,041.5%
+25,370.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | +10.2% | +10.2% | +0.1% | +7.6% |
| 3M | +12.1% | +7.2% | +4.9% | +9.9% |
| 6M | +38.3% | -10.6% | +48.9% | +41.6% |
| YTD | +21.9% | +3.7% | +18.2% | +19.8% |
| 1Y | +24.0% | +13.5% | +10.6% | +18.9% |
| 3Y | +75.1% | +40.1% | +35.0% | +57.6% |
| 5Y | +116.9% | -14.5% | +131.4% | +118.4% |
| 10Y | +821.3% | +15.7% | +805.6% | +733.0% |
| All | +26,411.8% | +1,041.5% | +25,370.3% | +10,910.6% |
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