+683.8%
CTAS vs TXT
+100.3%
+583.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +1.0% | +0.8% | +0.2% | +0.6% |
| 30D | -1.1% | -10.4% | +9.4% | +3.6% |
| 3M | +11.5% | -14.3% | +25.8% | +18.4% |
| 6M | +0.2% | -15.1% | +15.3% | +6.4% |
| YTD | +7.2% | -8.3% | +15.5% | +9.7% |
| 1Y | 0.0% | -0.7% | +0.7% | -1.5% |
| 3Y | +65.9% | +6.0% | +59.9% | +54.8% |
| 5Y | +109.6% | +12.5% | +97.0% | +86.0% |
| 10Y | +683.8% | +103.2% | +580.6% | +369.1% |
| All | +683.8% | +100.3% | +583.5% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling