+25,903.7%
CTAS vs TSN
+1,053.2%
+24,850.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -0.7% | +4.9% | -5.6% | -1.9% |
| 30D | +10.3% | +12.1% | -1.8% | +7.1% |
| 3M | +10.2% | +4.1% | +6.1% | +8.9% |
| 6M | +34.4% | -10.9% | +45.2% | +37.7% |
| YTD | +19.6% | +4.8% | +14.8% | +17.2% |
| 1Y | +21.8% | +17.6% | +4.1% | +15.7% |
| 3Y | +74.1% | +43.2% | +30.9% | +55.8% |
| 5Y | +114.0% | -13.9% | +127.9% | +115.1% |
| 10Y | +813.9% | +11.8% | +802.1% | +732.7% |
| All | +25,903.7% | +1,053.2% | +24,850.5% | +10,672.0% |
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 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